+29.3%
OWL vs APA
+212.0%
-182.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -11.9% | +0.8% | -12.7% | -12.1% |
| 30D | -13.7% | +9.6% | -23.3% | -15.6% |
| 3M | +12.3% | +18.0% | -5.8% | +7.3% |
| 6M | +15.0% | +41.9% | -26.9% | +3.6% |
| YTD | -25.7% | +86.3% | -112.0% | -38.0% |
| 1Y | -39.5% | +97.9% | -137.4% | -50.7% |
| 3Y | +0.9% | +12.8% | -11.9% | -10.4% |
| 5Y | -16.5% | +177.2% | -193.7% | -34.5% |
| All | +29.3% | +212.0% | -182.7% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling