+85.4%
APA vs ILMN
-43.8%
+129.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.7% |
| 7D | +5.1% | -6.0% | +11.1% | +6.1% |
| 30D | +0.3% | -23.0% | +23.3% | +4.0% |
| 3M | +15.6% | +10.4% | +5.2% | +11.9% |
| 6M | +28.9% | +49.4% | -20.5% | +17.2% |
| YTD | +96.6% | +62.3% | +34.2% | +73.7% |
| 1Y | +95.5% | +73.7% | +21.8% | +70.1% |
| 3Y | +41.8% | +122.5% | -80.7% | +10.5% |
| 5Y | +85.4% | -43.2% | +128.6% | +89.8% |
| All | +85.4% | -43.8% | +129.2% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling