+10,310.8%
APH vs ILMN
+1,459.1%
+8,851.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.9% | -1.3% | -5.3% |
| 7D | -2.4% | -21.6% | +19.1% | +1.5% |
| 30D | -9.5% | -22.9% | +13.4% | -5.6% |
| 3M | -7.6% | +11.6% | -19.2% | -10.0% |
| 6M | +12.4% | +62.5% | -50.2% | +2.5% |
| YTD | +17.5% | +72.7% | -55.2% | +5.3% |
| 1Y | +16.4% | +93.9% | -77.5% | +2.2% |
| 3Y | +281.6% | +99.2% | +182.4% | +223.6% |
| 5Y | +317.7% | -44.8% | +362.5% | +328.3% |
| 10Y | +967.8% | +73.0% | +894.9% | +789.4% |
| All | +10,310.8% | +1,459.1% | +8,851.8% | +4,718.8% |
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 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