-39.3%
APP vs OWL
-29.4%
-9.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | +61.1% | -1.2% | +62.3% | +60.3% |
| 30D | +42.8% | +7.6% | +35.2% | +37.3% |
| 3M | +16.7% | -10.7% | +27.3% | +19.3% |
| 6M | -15.6% | +0.9% | -16.4% | -17.7% |
| YTD | -41.3% | -27.3% | -14.0% | -39.6% |
| 1Y | -39.3% | -27.2% | -12.1% | -37.5% |
| All | -39.3% | -29.4% | -9.9% | -37.5% |
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 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