+1,059.7%
APH vs ILMN
+33.5%
+1,026.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.2% |
| 7D | +5.0% | +1.2% | +3.7% | +4.6% |
| 30D | -3.9% | +9.2% | -13.1% | -6.1% |
| 3M | +13.0% | +29.8% | -16.9% | +5.7% |
| 6M | +25.2% | +69.2% | -44.1% | +9.4% |
| YTD | +22.9% | +66.4% | -43.4% | +7.3% |
| 1Y | +47.8% | +123.4% | -75.6% | +18.4% |
| 3Y | +283.0% | +33.2% | +249.9% | +237.1% |
| 5Y | +349.7% | -52.0% | +401.6% | +402.1% |
| All | +1,059.7% | +33.5% | +1,026.2% | +880.0% |
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