+0.3%
APA vs ILMN
+60.6%
-60.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.2% | +2.1% |
| 7D | -15.5% | -9.7% | -5.8% | -13.4% |
| 30D | +2.4% | -20.4% | +22.8% | +7.0% |
| 3M | +22.8% | +10.0% | +12.8% | +17.5% |
| 6M | +17.9% | +49.5% | -31.5% | +3.4% |
| YTD | +87.7% | +62.5% | +25.2% | +58.4% |
| 1Y | +94.2% | +76.0% | +18.2% | +60.2% |
| 3Y | +27.2% | +94.2% | -67.0% | -4.1% |
| 5Y | +74.1% | -46.3% | +120.5% | +87.2% |
| All | +0.3% | +60.6% | -60.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling