+333.0%
APP vs ILMN
-51.8%
+384.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.9% |
| 7D | +0.9% | +1.2% | -0.3% | +0.2% |
| 30D | -23.3% | +9.2% | -32.5% | -26.4% |
| 3M | -42.6% | +29.8% | -72.5% | -49.4% |
| 6M | -33.6% | +69.2% | -102.8% | -48.3% |
| YTD | -52.4% | +66.4% | -118.8% | -63.1% |
| 1Y | -35.9% | +123.4% | -159.3% | -57.8% |
| 3Y | +642.2% | +33.2% | +609.0% | +501.3% |
| All | +333.0% | -51.8% | +384.8% | +630.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling