+192.2%
APLD vs ILMN
-37.9%
+230.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -8.2% | -6.5% | -10.6% |
| 7D | -27.0% | -28.3% | +1.3% | -14.1% |
| 30D | -44.1% | -24.0% | -20.1% | -35.8% |
| 3M | -52.6% | +4.1% | -56.6% | -53.9% |
| 6M | -64.5% | +49.6% | -114.0% | -71.3% |
| YTD | -42.2% | +58.6% | -100.8% | -56.1% |
| 1Y | -57.2% | +69.9% | -127.1% | -68.6% |
| 3Y | +159.5% | +82.9% | +76.6% | +66.9% |
| All | +192.2% | -37.9% | +230.1% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling