+94.2%
APA vs ILMN
+74.0%
+20.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.2% | +2.8% |
| 7D | -15.5% | -9.7% | -5.8% | -16.1% |
| 30D | +2.4% | -20.4% | +22.8% | +0.7% |
| 3M | +22.8% | +10.0% | +12.8% | +25.1% |
| 6M | +17.9% | +49.5% | -31.5% | +26.1% |
| YTD | +87.7% | +62.5% | +25.2% | +92.9% |
| 1Y | +94.2% | +76.0% | +18.2% | +94.8% |
| All | +94.2% | +74.0% | +20.2% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling