+282.2%
APH vs ILMN
-46.1%
+328.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.7% | +3.6% |
| 7D | -5.9% | -9.7% | +3.7% | -3.8% |
| 30D | -14.8% | -20.4% | +5.6% | -10.9% |
| 3M | -12.4% | +10.0% | -22.4% | -14.6% |
| 6M | +8.1% | +49.5% | -41.4% | -1.0% |
| YTD | +10.9% | +62.5% | -51.6% | -0.8% |
| 1Y | +8.8% | +76.0% | -67.2% | -4.4% |
| 3Y | +262.1% | +94.2% | +167.9% | +196.7% |
| All | +282.2% | -46.1% | +328.3% | +307.4% |
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 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