+944.2%
APH vs ILMN
+58.7%
+885.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +0.4% | -6.0% | +6.4% | +2.1% |
| 30D | -8.0% | -23.0% | +15.1% | -2.1% |
| 3M | -5.0% | +10.4% | -15.4% | -8.1% |
| 6M | +29.9% | +49.4% | -19.5% | +16.4% |
| YTD | +18.0% | +62.3% | -44.4% | +2.5% |
| 1Y | +11.3% | +73.7% | -62.3% | -5.0% |
| 3Y | +274.9% | +122.5% | +152.4% | +183.8% |
| 5Y | +300.6% | -43.2% | +343.8% | +326.7% |
| All | +944.2% | +58.7% | +885.5% | +780.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling