+991.7%
ILMN vs APD
+1,785.6%
-793.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.2% | -6.6% |
| 7D | -28.3% | -0.7% | -27.6% | -28.1% |
| 30D | -24.0% | +10.1% | -34.1% | -28.1% |
| 3M | +4.1% | +4.9% | -0.8% | +0.9% |
| 6M | +49.6% | +2.5% | +47.1% | +45.9% |
| YTD | +58.6% | +27.8% | +30.8% | +35.2% |
| 1Y | +69.9% | +32.9% | +37.0% | +40.4% |
| 3Y | +82.9% | +13.4% | +69.5% | +59.6% |
| 5Y | -47.6% | +12.8% | -60.4% | -54.6% |
| 10Y | +58.8% | +194.6% | -135.7% | -26.1% |
| All | +991.7% | +1,785.6% | -793.9% | +81.1% |
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