+0.8%
APO vs ILMN
+127.6%
-126.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.1% |
| 30D | +3.5% | +9.2% | -5.7% | +3.1% |
| 3M | +4.5% | +29.8% | -25.3% | +3.5% |
| 6M | +22.8% | +69.2% | -46.4% | +18.5% |
| YTD | -6.5% | +66.4% | -72.9% | -9.8% |
| 1Y | +0.8% | +123.4% | -122.6% | -3.2% |
| All | +0.8% | +127.6% | -126.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling