+443.7%
APLD vs ILMN
-34.9%
+478.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.5% |
| 7D | +4.1% | +1.2% | +2.8% | +3.5% |
| 30D | -11.7% | +9.2% | -20.9% | -15.6% |
| 3M | -40.3% | +29.8% | -70.1% | -47.8% |
| 6M | -8.0% | +69.2% | -77.2% | -29.7% |
| YTD | +7.5% | +66.4% | -58.8% | -19.7% |
| 1Y | +84.0% | +123.4% | -39.4% | +13.5% |
| 3Y | +356.2% | +33.2% | +323.1% | +263.5% |
| All | +443.7% | -34.9% | +478.6% | +399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling