+4,966.6%
APH vs ILMN
+1,401.8%
+3,564.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -52.9% |
| 3M | -43.6% | +29.8% | -73.4% | -46.4% |
| 6M | -37.5% | +69.2% | -106.7% | -43.5% |
| YTD | -38.6% | +66.4% | -105.0% | -44.5% |
| 1Y | -26.3% | +123.4% | -149.7% | -37.2% |
| 3Y | +89.2% | +33.2% | +56.0% | +72.0% |
| 5Y | +119.8% | -52.0% | +171.8% | +131.2% |
| 10Y | +454.3% | +33.6% | +420.6% | +378.4% |
| All | +4,966.6% | +1,401.8% | +3,564.8% | +2,265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling