+67.0%
APO vs ILMN
-46.1%
+113.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.0% |
| 7D | +0.8% | -9.7% | +10.5% | +2.8% |
| 30D | +1.0% | -20.4% | +21.4% | +5.4% |
| 3M | -8.4% | +10.0% | -18.4% | -12.2% |
| 6M | -9.1% | +49.5% | -58.6% | -19.9% |
| YTD | -18.3% | +62.5% | -80.8% | -30.4% |
| 1Y | -8.0% | +76.0% | -84.0% | -23.2% |
| 3Y | +47.1% | +94.2% | -47.1% | +11.8% |
| All | +67.0% | -46.1% | +113.1% | +89.3% |
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