+31.8%
ILMN vs APD
+164.4%
-132.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +1.2% | -2.2% | +3.4% | +2.3% |
| 30D | +9.2% | +2.1% | +7.1% | +7.9% |
| 3M | +29.8% | +7.2% | +22.7% | +24.9% |
| 6M | +69.2% | +11.2% | +58.0% | +58.9% |
| YTD | +66.4% | +24.4% | +42.0% | +46.8% |
| 1Y | +123.4% | +6.7% | +116.7% | +111.6% |
| 3Y | +33.2% | +9.2% | +23.9% | +21.5% |
| 5Y | -52.0% | +27.4% | -79.3% | -60.5% |
| All | +31.8% | +164.4% | -132.6% | -40.6% |
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