+803.3%
APP vs ILMN
+83.5%
+719.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.2% | +39.2% | +32.5% |
| 7D | +39.7% | -28.3% | +68.0% | +48.8% |
| 30D | +27.7% | -24.0% | +51.7% | +34.2% |
| 3M | -14.8% | +4.1% | -18.8% | -16.6% |
| 6M | -25.5% | +49.6% | -75.1% | -33.0% |
| YTD | -47.2% | +58.6% | -105.7% | -53.3% |
| 1Y | -42.3% | +69.9% | -112.2% | -49.7% |
| All | +803.3% | +83.5% | +719.8% | +644.5% |
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 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