-28.4%
OWL vs APD
+25.0%
-53.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.5% | +3.8% | -2.3% | +0.9% |
| 30D | +13.4% | +8.2% | +5.2% | +12.6% |
| 3M | -21.2% | +4.3% | -25.5% | -21.6% |
| 6M | +4.0% | +4.7% | -0.7% | +2.6% |
| YTD | -29.0% | +31.5% | -60.5% | -31.4% |
| 1Y | -28.4% | +23.5% | -52.0% | -29.9% |
| All | -28.4% | +25.0% | -53.4% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling