+59.7%
ILMN vs APD
+188.9%
-129.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -9.8% | -0.2% | -9.6% | -9.7% |
| 30D | -22.7% | +11.0% | -33.8% | -26.6% |
| 3M | +12.1% | +2.0% | +10.1% | +10.6% |
| 6M | +51.5% | +7.1% | +44.4% | +45.4% |
| YTD | +63.9% | +29.8% | +34.1% | +41.7% |
| 1Y | +76.6% | +24.0% | +52.5% | +55.5% |
| 3Y | +124.6% | +27.2% | +97.4% | +90.7% |
| 5Y | -42.7% | +12.8% | -55.5% | -49.6% |
| 10Y | +59.7% | +185.0% | -125.4% | -22.0% |
| All | +59.7% | +188.9% | -129.2% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling