+298.1%
APP vs OWL
-21.6%
+319.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | +1.5% | +3.0% | +3.5% |
| 30D | +56.0% | +13.4% | +42.6% | +39.7% |
| 3M | +30.8% | -21.2% | +52.1% | +49.6% |
| 6M | -9.8% | +4.0% | -13.8% | -17.2% |
| YTD | -39.3% | -29.0% | -10.3% | -28.0% |
| 1Y | -26.4% | -28.4% | +2.0% | -13.6% |
| 3Y | +887.9% | -14.5% | +902.5% | +858.8% |
| All | +298.1% | -21.6% | +319.7% | +313.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling