+528.8%
APP vs ILMN
-43.8%
+572.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +3.4% |
| 7D | +79.2% | -2.6% | +81.7% | +79.1% |
| 30D | +48.0% | -20.6% | +68.6% | +60.2% |
| 3M | +18.2% | +17.5% | +0.8% | +6.5% |
| 6M | -12.5% | +55.6% | -68.1% | -30.9% |
| YTD | -39.2% | +68.3% | -107.5% | -54.3% |
| 1Y | -33.9% | +81.1% | -115.0% | -52.0% |
| 3Y | +933.3% | +112.2% | +821.1% | +502.0% |
| 5Y | +295.9% | -42.6% | +338.5% | +430.8% |
| All | +528.8% | -43.8% | +572.6% | +621.3% |
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