+55.8%
APO vs OWL
+7.2%
+48.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +1.5% |
| 7D | +0.1% | -3.9% | +4.0% | +2.7% |
| 30D | +3.9% | -3.7% | +7.5% | +6.3% |
| 3M | +3.8% | +21.4% | -17.6% | -9.3% |
| 6M | +22.3% | +18.3% | +3.9% | +7.1% |
| YTD | -7.8% | -20.1% | +12.3% | +5.1% |
| 1Y | -0.3% | -32.8% | +32.4% | +26.9% |
| All | +55.8% | +7.2% | +48.6% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling