+69.8%
APA vs ILMN
-46.1%
+116.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.2% | +2.2% |
| 7D | -15.5% | -9.7% | -5.8% | -14.1% |
| 30D | +2.4% | -20.4% | +22.8% | +5.6% |
| 3M | +22.8% | +10.0% | +12.8% | +18.9% |
| 6M | +17.9% | +49.5% | -31.5% | +7.2% |
| YTD | +87.7% | +62.5% | +25.2% | +65.7% |
| 1Y | +94.2% | +76.0% | +18.2% | +68.4% |
| 3Y | +27.2% | +94.2% | -67.0% | +1.9% |
| All | +69.8% | -46.1% | +116.0% | +76.8% |
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