+23.6%
OWL vs APTV
-68.7%
+92.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.5% | -1.7% | +3.3% | +2.3% |
| 30D | +13.4% | -11.6% | +25.0% | +19.4% |
| 3M | -21.2% | -21.2% | 0.0% | -13.3% |
| 6M | +4.0% | -28.5% | +32.5% | +15.8% |
| YTD | -29.0% | -49.1% | +20.1% | -9.0% |
| 1Y | -28.4% | -52.2% | +23.8% | -5.7% |
| 3Y | -14.5% | -48.6% | +34.1% | +3.3% |
| 5Y | -21.5% | -77.3% | +55.8% | +23.2% |
| All | +23.6% | -68.7% | +92.4% | +83.0% |
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