+500.0%
APP vs ILMN
-45.7%
+545.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +8.9% |
| 7D | +71.2% | -9.7% | +80.9% | +76.4% |
| 30D | +39.1% | -20.4% | +59.5% | +50.1% |
| 3M | +16.5% | +10.0% | +6.5% | +7.7% |
| 6M | -16.6% | +49.5% | -66.0% | -33.2% |
| YTD | -41.9% | +62.5% | -104.4% | -55.8% |
| 1Y | -37.0% | +76.0% | -113.0% | -53.8% |
| 3Y | +892.4% | +94.2% | +798.3% | +506.8% |
| 5Y | +297.3% | -46.3% | +343.6% | +448.8% |
| All | +500.0% | -45.7% | +545.8% | +597.7% |
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