+56.0%
ILMN vs APD
+191.9%
-135.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.9% | +3.8% | -6.7% | -4.5% |
| 30D | -23.8% | +8.2% | -32.0% | -26.7% |
| 3M | +7.5% | +4.3% | +3.2% | +5.0% |
| 6M | +42.8% | +4.7% | +38.1% | +38.6% |
| YTD | +57.8% | +31.5% | +26.3% | +35.6% |
| 1Y | +72.6% | +23.5% | +49.1% | +52.4% |
| 3Y | +129.3% | +29.1% | +100.2% | +93.3% |
| 5Y | -44.5% | +15.9% | -60.4% | -51.8% |
| All | +56.0% | +191.9% | -135.9% | -23.7% |
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