+8.8%
APH vs ILMN
+74.0%
-65.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.7% | +3.6% |
| 7D | -5.9% | -9.7% | +3.7% | -4.1% |
| 30D | -14.8% | -20.4% | +5.6% | -11.5% |
| 3M | -12.4% | +10.0% | -22.4% | -12.5% |
| 6M | +8.1% | +49.5% | -41.4% | +5.9% |
| YTD | +10.9% | +62.5% | -51.6% | +8.0% |
| 1Y | +8.8% | +76.0% | -67.2% | +2.5% |
| All | +8.8% | +74.0% | -65.2% | +2.5% |
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