+34.6%
OWL vs APD
+26.4%
+8.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | -6.4% | -4.6% | -1.8% | -4.5% |
| 30D | -5.0% | -4.2% | -0.8% | -3.3% |
| 3M | +15.4% | +5.0% | +10.4% | +12.8% |
| 6M | +15.5% | +8.9% | +6.5% | +10.3% |
| YTD | -22.7% | +21.9% | -44.6% | -30.1% |
| 1Y | -34.1% | +5.6% | -39.6% | -36.5% |
| 3Y | +5.1% | +6.9% | -1.8% | -0.2% |
| 5Y | -11.5% | +25.3% | -36.8% | -27.5% |
| All | +34.6% | +26.4% | +8.2% | +7.5% |
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