+30.9%
OWL vs APTV
-63.3%
+94.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -10.1% | -5.0% | -5.1% | -8.2% |
| 30D | -11.9% | -6.1% | -5.9% | -9.8% |
| 3M | +10.7% | -33.0% | +43.7% | +29.1% |
| 6M | +22.1% | -35.2% | +57.4% | +41.9% |
| YTD | -24.8% | -40.1% | +15.3% | -9.8% |
| 1Y | -39.2% | -45.6% | +6.4% | -23.9% |
| 3Y | +1.7% | -54.4% | +56.1% | +32.1% |
| 5Y | -15.5% | -68.9% | +53.4% | +21.3% |
| All | +30.9% | -63.3% | +94.2% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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