+883.4%
APH vs ILMN
+60.6%
+822.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.7% | +3.5% |
| 7D | -5.9% | -9.7% | +3.7% | -3.4% |
| 30D | -14.8% | -20.4% | +5.6% | -10.2% |
| 3M | -12.4% | +10.0% | -22.4% | -15.2% |
| 6M | +8.1% | +49.5% | -41.4% | -3.2% |
| YTD | +10.9% | +62.5% | -51.6% | -3.6% |
| 1Y | +8.8% | +76.0% | -67.2% | -7.5% |
| 3Y | +262.1% | +94.2% | +167.9% | +184.3% |
| 5Y | +283.1% | -46.3% | +329.5% | +314.9% |
| All | +883.4% | +60.6% | +822.8% | +738.4% |
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 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