+8.6%
OWL vs APA
+9.3%
-0.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.9% |
| 7D | -3.9% | -1.7% | -2.2% | -3.6% |
| 30D | -3.7% | +15.7% | -19.4% | -6.8% |
| 3M | +21.4% | +16.5% | +4.9% | +16.7% |
| 6M | +18.3% | +35.1% | -16.8% | +7.5% |
| YTD | -20.1% | +82.2% | -102.3% | -34.3% |
| 1Y | -32.8% | +102.5% | -135.2% | -47.3% |
| 3Y | +8.6% | +10.3% | -1.7% | -11.9% |
| All | +8.6% | +9.3% | -0.8% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling