+94.2%
ILMN vs APD
+11.7%
+82.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | -9.7% | -3.7% | -6.0% | -8.9% |
| 30D | -20.4% | +9.6% | -30.0% | -22.2% |
| 3M | +10.0% | +1.6% | +8.4% | +9.3% |
| 6M | +49.5% | +2.2% | +47.3% | +48.3% |
| YTD | +62.5% | +25.9% | +36.6% | +50.6% |
| 1Y | +76.0% | +20.1% | +55.8% | +65.2% |
| 3Y | +94.2% | +12.4% | +81.8% | +83.0% |
| All | +94.2% | +11.7% | +82.5% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling