+249.5%
APLD vs ILMN
-37.5%
+287.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.6% |
| 7D | +19.6% | +0.7% | +18.9% | +19.4% |
| 30D | -24.5% | -22.7% | -1.7% | -13.8% |
| 3M | -45.6% | +8.6% | -54.2% | -48.1% |
| 6M | -61.4% | +43.8% | -105.2% | -68.2% |
| YTD | -30.9% | +59.8% | -90.6% | -47.7% |
| 1Y | -35.8% | +71.8% | -107.6% | -53.2% |
| 3Y | +261.4% | +119.0% | +142.4% | +108.1% |
| All | +249.5% | -37.5% | +287.0% | +225.8% |
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 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