+72.6%
ILMN vs APD
+25.0%
+47.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | +3.8% | -6.7% | -2.7% |
| 30D | -23.8% | +8.2% | -32.0% | -23.5% |
| 3M | +7.5% | +4.3% | +3.2% | +7.4% |
| 6M | +42.8% | +4.7% | +38.1% | +43.5% |
| YTD | +57.8% | +31.5% | +26.3% | +55.8% |
| 1Y | +72.6% | +23.5% | +49.1% | +72.8% |
| All | +72.6% | +25.0% | +47.6% | +72.8% |
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 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