+225.8%
APA vs ILMN
+1,365.4%
-1,139.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.7% |
| 7D | +5.1% | -6.0% | +11.1% | +5.9% |
| 30D | +0.3% | -23.0% | +23.3% | +3.4% |
| 3M | +15.6% | +10.4% | +5.2% | +13.0% |
| 6M | +28.9% | +49.4% | -20.5% | +20.3% |
| YTD | +96.6% | +62.3% | +34.2% | +80.0% |
| 1Y | +95.5% | +73.7% | +21.8% | +77.3% |
| 3Y | +41.8% | +122.5% | -80.7% | +21.7% |
| 5Y | +85.4% | -43.2% | +128.6% | +86.9% |
| 10Y | +4.5% | +59.0% | -54.4% | -7.2% |
| All | +225.8% | +1,365.4% | -1,139.6% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling