-26.3%
APH vs ILMN
+127.6%
-154.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.1% | -49.9% | -47.9% |
| 7D | -48.7% | -4.2% | -44.5% | -48.5% |
| 30D | -51.9% | +9.2% | -61.1% | -52.3% |
| 3M | -43.6% | +29.8% | -73.4% | -44.8% |
| 6M | -37.5% | +69.2% | -106.7% | -39.8% |
| YTD | -38.6% | +66.4% | -105.0% | -40.6% |
| 1Y | -26.3% | +123.4% | -149.7% | -30.4% |
| All | -26.3% | +127.6% | -154.0% | -30.4% |
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