+892.4%
APP vs ILMN
+88.1%
+804.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +9.4% |
| 7D | +71.2% | -9.7% | +80.9% | +73.7% |
| 30D | +39.1% | -20.4% | +59.5% | +45.0% |
| 3M | +16.5% | +10.0% | +6.5% | +12.7% |
| 6M | -16.6% | +49.5% | -66.0% | -24.8% |
| YTD | -41.9% | +62.5% | -104.4% | -48.9% |
| 1Y | -37.0% | +76.0% | -113.0% | -45.5% |
| 3Y | +892.4% | +94.2% | +798.3% | +714.7% |
| All | +892.4% | +88.1% | +804.4% | +714.7% |
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 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