-50.0%
APLD vs ILMN
+74.0%
-124.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.5% | +7.3% | +8.9% |
| 7D | -12.7% | -9.7% | -3.0% | -9.4% |
| 30D | -34.7% | -20.4% | -14.3% | -29.8% |
| 3M | -46.1% | +10.0% | -56.1% | -44.6% |
| 6M | -64.9% | +49.5% | -114.3% | -63.9% |
| YTD | -36.6% | +62.5% | -99.1% | -45.0% |
| 1Y | -50.0% | +76.0% | -125.9% | -59.8% |
| All | -50.0% | +74.0% | -124.0% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling