+367.9%
APP vs OWL
+37.7%
+330.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.3% |
| 7D | -4.4% | -6.4% | +2.0% | -0.6% |
| 30D | -10.0% | -5.0% | -5.0% | -8.0% |
| 3M | -41.4% | +15.4% | -56.8% | -47.2% |
| 6M | -41.0% | +15.5% | -56.5% | -47.9% |
| YTD | -54.7% | -22.7% | -32.1% | -49.0% |
| 1Y | -45.3% | -34.1% | -11.3% | -33.1% |
| 3Y | +624.3% | +5.1% | +619.2% | +567.9% |
| 5Y | +329.1% | -11.5% | +340.6% | +301.0% |
| All | +367.9% | +37.7% | +330.2% | +299.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling