-0.3%
APO vs ILMN
+113.9%
-114.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.2% |
| 7D | +0.1% | +1.9% | -1.8% | 0.0% |
| 30D | +3.9% | +12.3% | -8.4% | +3.4% |
| 3M | +3.8% | +33.5% | -29.8% | +2.4% |
| 6M | +22.3% | +69.4% | -47.1% | +18.2% |
| YTD | -7.8% | +60.9% | -68.7% | -11.1% |
| 1Y | -0.3% | +115.0% | -115.3% | -4.4% |
| All | -0.3% | +113.9% | -114.2% | -4.4% |
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