+1,804.4%
APO vs ILMN
+228.6%
+1,575.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.3% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | +3.5% | +9.2% | -5.7% | +1.2% |
| 3M | +4.5% | +29.8% | -25.3% | -2.3% |
| 6M | +22.8% | +69.2% | -46.4% | +7.5% |
| YTD | -6.5% | +66.4% | -72.9% | -18.5% |
| 1Y | +0.8% | +123.4% | -122.6% | -19.2% |
| 3Y | +62.0% | +33.2% | +28.8% | +42.0% |
| 5Y | +138.2% | -52.0% | +190.2% | +157.5% |
| 10Y | +940.3% | +33.6% | +906.7% | +796.9% |
| All | +1,804.4% | +228.6% | +1,575.8% | +1,438.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling