+137.9%
APO vs ILMN
-51.8%
+189.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.2% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | +3.5% | +9.2% | -5.7% | +1.0% |
| 3M | +4.5% | +29.8% | -25.3% | -2.8% |
| 6M | +22.8% | +69.2% | -46.4% | +6.2% |
| YTD | -6.5% | +66.4% | -72.9% | -19.6% |
| 1Y | +0.8% | +123.4% | -122.6% | -21.3% |
| 3Y | +62.0% | +33.2% | +28.8% | +41.1% |
| All | +137.9% | -51.8% | +189.7% | +248.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling