+1,045.4%
ILMN vs APD
+1,735.5%
-690.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +1.2% | -2.2% | +3.4% | +2.4% |
| 30D | +9.2% | +2.1% | +7.1% | +7.7% |
| 3M | +29.8% | +7.2% | +22.7% | +24.0% |
| 6M | +69.2% | +11.2% | +58.0% | +57.3% |
| YTD | +66.4% | +24.4% | +42.0% | +44.4% |
| 1Y | +123.4% | +6.7% | +116.7% | +109.0% |
| 3Y | +33.2% | +9.2% | +23.9% | +19.1% |
| 5Y | -52.0% | +27.4% | -79.3% | -61.1% |
| 10Y | +33.6% | +164.8% | -131.2% | -33.5% |
| All | +1,045.4% | +1,735.5% | -690.2% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling