+1,648.7%
APO vs ILMN
+223.6%
+1,425.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.0% |
| 7D | +8.1% | -9.8% | +17.9% | +10.5% |
| 30D | +3.4% | -22.7% | +26.2% | +8.7% |
| 3M | -6.6% | +12.1% | -18.7% | -10.6% |
| 6M | -7.1% | +51.5% | -58.5% | -17.7% |
| YTD | -14.1% | +63.9% | -78.0% | -26.0% |
| 1Y | -4.7% | +76.6% | -81.3% | -19.4% |
| 3Y | +51.3% | +124.6% | -73.3% | +15.5% |
| 5Y | +82.7% | -42.7% | +125.4% | +87.0% |
| 10Y | +845.7% | +59.7% | +786.0% | +688.9% |
| All | +1,648.7% | +223.6% | +1,425.1% | +1,296.7% |
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