-13.1%
OWL vs APTV
-70.4%
+57.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.0% |
| 7D | -6.4% | -1.2% | -5.2% | -5.9% |
| 30D | -5.0% | -10.6% | +5.6% | -0.3% |
| 3M | +15.4% | -35.0% | +50.4% | +37.8% |
| 6M | +15.5% | -38.9% | +54.4% | +39.5% |
| YTD | -22.7% | -41.5% | +18.8% | -5.0% |
| 1Y | -34.1% | -45.8% | +11.8% | -16.0% |
| 3Y | +5.1% | -55.7% | +60.8% | +42.0% |
| All | -13.1% | -70.4% | +57.3% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling