+895.2%
APO vs ILMN
+61.7%
+833.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.7% |
| 7D | +2.3% | -2.6% | +4.9% | +2.7% |
| 30D | +3.0% | -20.6% | +23.6% | +8.6% |
| 3M | -3.7% | +17.5% | -21.2% | -10.1% |
| 6M | -7.5% | +55.6% | -63.1% | -21.3% |
| YTD | -14.5% | +68.3% | -82.9% | -29.9% |
| 1Y | -6.2% | +81.1% | -87.3% | -24.7% |
| 3Y | +51.9% | +112.2% | -60.2% | +8.2% |
| 5Y | +76.5% | -42.6% | +119.1% | +88.5% |
| 10Y | +895.2% | +70.5% | +824.8% | +704.8% |
| All | +895.2% | +61.7% | +833.5% | +704.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling