-26.6%
OWL vs APA
+107.6%
-134.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.9% | +10.0% | +2.1% |
| 7D | +10.1% | -13.0% | +23.1% | +8.1% |
| 30D | +18.7% | +2.0% | +16.8% | +19.0% |
| 3M | -6.2% | +24.9% | -31.1% | -3.3% |
| 6M | +9.8% | +7.2% | +2.6% | +12.4% |
| YTD | -24.2% | +87.1% | -111.3% | -23.9% |
| 1Y | -26.6% | +107.2% | -133.7% | -26.2% |
| All | -26.6% | +107.6% | -134.2% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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