+446.2%
APP vs ILMN
-47.0%
+493.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.2% | +39.2% | +34.2% |
| 7D | +39.7% | -28.3% | +68.0% | +57.8% |
| 30D | +27.7% | -24.0% | +51.7% | +40.3% |
| 3M | -14.8% | +4.1% | -18.8% | -19.2% |
| 6M | -25.5% | +49.6% | -75.1% | -40.5% |
| YTD | -47.2% | +58.6% | -105.7% | -59.4% |
| 1Y | -42.3% | +69.9% | -112.2% | -57.1% |
| 3Y | +806.8% | +82.9% | +723.9% | +472.2% |
| 5Y | +261.6% | -47.6% | +309.2% | +404.0% |
| All | +446.2% | -47.0% | +493.2% | +540.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling