-55.4%
APP vs OWL
-28.0%
-27.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.6% | +9.6% |
| 7D | +4.5% | +10.1% | -5.6% | +1.0% |
| 30D | -3.6% | +18.7% | -22.4% | -9.5% |
| 3M | -35.3% | -6.2% | -29.1% | -34.3% |
| 6M | -42.8% | +9.8% | -52.6% | -45.7% |
| YTD | -59.7% | -24.2% | -35.5% | -59.1% |
| 1Y | -55.4% | -26.6% | -28.8% | -53.7% |
| All | -55.4% | -28.0% | -27.3% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling