+500.0%
APP vs OWL
+24.5%
+475.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.3% |
| 7D | +71.2% | -4.9% | +76.1% | +73.9% |
| 30D | +39.1% | +7.8% | +31.3% | +30.2% |
| 3M | +16.5% | -12.7% | +29.2% | +22.5% |
| 6M | -16.6% | -2.8% | -13.7% | -19.3% |
| YTD | -41.9% | -30.1% | -11.9% | -32.0% |
| 1Y | -37.0% | -29.1% | -8.0% | -27.2% |
| 3Y | +892.4% | -12.3% | +904.7% | +901.8% |
| 5Y | +297.3% | -27.5% | +324.8% | +288.5% |
| All | +500.0% | +24.5% | +475.5% | +432.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling