+45.7%
OWL vs APA
+199.6%
-154.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | -2.2% | +0.5% | -2.8% | -2.4% |
| 30D | +3.7% | +23.4% | -19.7% | -1.4% |
| 3M | +17.5% | +12.7% | +4.8% | +13.5% |
| 6M | +18.5% | +39.4% | -20.9% | +7.1% |
| YTD | -16.3% | +79.0% | -95.3% | -29.5% |
| 1Y | -29.7% | +88.8% | -118.6% | -42.2% |
| 3Y | +14.2% | +6.4% | +7.8% | +2.8% |
| 5Y | +2.5% | +153.0% | -150.5% | -18.6% |
| All | +45.7% | +199.6% | -154.0% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling