+122.9%
APH vs ILMN
-51.8%
+174.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.1% | -49.9% | -48.2% |
| 7D | -48.7% | -4.2% | -44.5% | -48.5% |
| 30D | -51.9% | +9.2% | -61.1% | -53.0% |
| 3M | -43.6% | +29.8% | -73.4% | -46.8% |
| 6M | -37.5% | +69.2% | -106.7% | -44.3% |
| YTD | -38.6% | +66.4% | -105.0% | -45.4% |
| 1Y | -26.3% | +123.4% | -149.7% | -39.1% |
| 3Y | +89.2% | +33.2% | +56.0% | +69.6% |
| All | +122.9% | -51.8% | +174.7% | +151.8% |
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 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