+15.6%
OWL vs APD
+11.2%
+4.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -2.2% | -2.2% | 0.0% | -1.7% |
| 30D | +3.7% | +2.1% | +1.6% | +3.2% |
| 3M | +17.5% | +7.2% | +10.3% | +15.3% |
| 6M | +18.5% | +11.2% | +7.3% | +14.6% |
| YTD | -16.3% | +24.4% | -40.7% | -22.0% |
| 1Y | -29.7% | +6.7% | -36.4% | -31.0% |
| All | +15.6% | +11.2% | +4.5% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling