+59.7%
ILMN vs APD
+187.0%
-127.3%
-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% | +1.3% | +10.7% | +11.0% |
| 6M | +51.5% | +6.4% | +45.1% | +45.9% |
| YTD | +63.9% | +28.9% | +34.9% | +42.1% |
| 1Y | +76.6% | +23.2% | +53.3% | +55.9% |
| 3Y | +124.6% | +26.3% | +98.3% | +91.3% |
| 5Y | -42.7% | +12.0% | -54.7% | -49.5% |
| 10Y | +59.7% | +183.2% | -123.5% | -21.8% |
| All | +59.7% | +187.0% | -127.3% | -21.8% |
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