+36.9%
APA vs ILMN
+135.0%
-98.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.6% |
| 7D | -5.5% | -9.8% | +4.2% | -4.3% |
| 30D | -1.2% | -22.7% | +21.6% | +1.5% |
| 3M | +10.6% | +12.1% | -1.5% | +7.1% |
| 6M | +28.4% | +51.5% | -23.0% | +17.9% |
| YTD | +89.7% | +63.9% | +25.9% | +69.6% |
| 1Y | +90.6% | +76.6% | +14.0% | +67.4% |
| 3Y | +36.9% | +124.6% | -87.7% | +3.6% |
| All | +36.9% | +135.0% | -98.1% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling