+268.0%
APH vs ILMN
-49.5%
+317.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.1% | -7.6% |
| 7D | -12.7% | -28.3% | +15.6% | -6.9% |
| 30D | -19.2% | -24.0% | +4.8% | -14.7% |
| 3M | -16.7% | +4.1% | -20.8% | -17.8% |
| 6M | +5.1% | +49.6% | -44.4% | -3.7% |
| YTD | +6.6% | +58.6% | -52.0% | -4.3% |
| 1Y | +3.9% | +69.9% | -66.0% | -8.0% |
| 3Y | +246.0% | +82.9% | +163.1% | +187.4% |
| 5Y | +268.0% | -47.6% | +315.6% | +288.3% |
| All | +268.0% | -49.5% | +317.5% | +288.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling