-28.2%
OWL vs APD
+11.0%
-39.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -4.9% | -3.7% | -1.3% | -3.3% |
| 30D | +7.8% | +9.6% | -1.8% | +3.8% |
| 3M | -12.7% | +1.6% | -14.3% | -13.1% |
| 6M | -2.8% | +2.2% | -5.0% | -4.0% |
| YTD | -30.1% | +25.9% | -55.9% | -37.8% |
| 1Y | -29.1% | +20.1% | -49.2% | -35.7% |
| 3Y | -12.3% | +12.4% | -24.7% | -18.5% |
| All | -28.2% | +11.0% | -39.1% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling