+244.7%
APLD vs ILMN
-34.1%
+278.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +5.7% |
| 7D | +3.1% | -2.6% | +5.6% | +5.2% |
| 30D | -29.4% | -20.6% | -8.8% | -20.5% |
| 3M | -42.8% | +17.5% | -60.2% | -47.5% |
| 6M | -59.5% | +55.6% | -115.1% | -67.8% |
| YTD | -31.8% | +68.3% | -100.1% | -49.7% |
| 1Y | -46.0% | +81.1% | -127.1% | -61.7% |
| 3Y | +252.0% | +112.2% | +139.8% | +107.8% |
| All | +244.7% | -34.1% | +278.9% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling