-14.5%
OWL vs APA
+45.9%
-60.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +1.5% | +8.5% | -7.0% | 0.0% |
| 30D | +13.4% | +2.8% | +10.7% | +12.4% |
| 3M | -21.2% | +21.7% | -43.0% | -24.9% |
| 6M | +4.0% | +32.6% | -28.6% | -3.6% |
| YTD | -29.0% | +103.7% | -132.7% | -43.7% |
| 1Y | -28.4% | +101.8% | -130.2% | -43.2% |
| 3Y | -14.5% | +48.1% | -62.6% | -33.1% |
| All | -14.5% | +45.9% | -60.5% | -33.1% |
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