+23.6%
OWL vs APD
+36.4%
-12.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.5% | +3.8% | -2.3% | 0.0% |
| 30D | +13.4% | +8.2% | +5.2% | +10.0% |
| 3M | -21.2% | +4.3% | -25.5% | -22.5% |
| 6M | +4.0% | +4.7% | -0.7% | +1.9% |
| YTD | -29.0% | +31.5% | -60.5% | -37.7% |
| 1Y | -28.4% | +23.5% | -52.0% | -35.6% |
| 3Y | -14.5% | +29.1% | -43.6% | -25.6% |
| 5Y | -21.5% | +15.9% | -37.3% | -34.8% |
| All | +23.6% | +36.4% | -12.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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