+391.7%
APP vs OWL
+49.0%
+342.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.7% |
| 7D | +0.9% | -2.2% | +3.1% | +2.1% |
| 30D | -23.3% | +3.7% | -27.0% | -25.5% |
| 3M | -42.6% | +17.5% | -60.2% | -48.9% |
| 6M | -33.6% | +18.5% | -52.1% | -42.2% |
| YTD | -52.4% | -16.3% | -36.1% | -48.9% |
| 1Y | -35.9% | -29.7% | -6.2% | -24.3% |
| 3Y | +642.2% | +14.2% | +628.0% | +551.1% |
| 5Y | +311.1% | +2.5% | +308.6% | +265.4% |
| All | +391.7% | +49.0% | +342.6% | +300.4% |
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