+93.9%
ILMN vs APD
+36.4%
+57.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -4.7% |
| 7D | -21.6% | +3.8% | -25.4% | -21.3% |
| 30D | -22.9% | +14.1% | -37.0% | -22.2% |
| 3M | +11.6% | +8.2% | +3.4% | +12.0% |
| 6M | +62.5% | +7.5% | +55.0% | +64.0% |
| YTD | +72.7% | +31.7% | +41.1% | +74.2% |
| 1Y | +93.9% | +35.1% | +58.8% | +97.0% |
| All | +93.9% | +36.4% | +57.5% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling