-45.5%
ILMN vs APD
+11.0%
-56.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.1% |
| 7D | -9.7% | -3.7% | -6.0% | -8.3% |
| 30D | -20.4% | +9.6% | -30.0% | -23.6% |
| 3M | +10.0% | +1.6% | +8.4% | +8.9% |
| 6M | +49.5% | +2.2% | +47.3% | +47.1% |
| YTD | +62.5% | +25.9% | +36.6% | +43.5% |
| 1Y | +76.0% | +20.1% | +55.8% | +58.4% |
| 3Y | +94.2% | +12.4% | +81.8% | +77.2% |
| All | -45.5% | +11.0% | -56.5% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling