+164.4%
APLD vs ILMN
+83.5%
+80.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -8.2% | -6.5% | -11.3% |
| 7D | -27.0% | -28.3% | +1.3% | -16.8% |
| 30D | -44.1% | -24.0% | -20.1% | -37.4% |
| 3M | -52.6% | +4.1% | -56.6% | -53.2% |
| 6M | -64.5% | +49.6% | -114.0% | -69.5% |
| YTD | -42.2% | +58.6% | -100.8% | -52.8% |
| 1Y | -57.2% | +69.9% | -127.1% | -66.0% |
| All | +164.4% | +83.5% | +80.8% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling