+27.6%
ILMN vs APTV
-19.3%
+46.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -1.6% |
| 7D | +1.9% | +2.0% | -0.1% | +1.2% |
| 30D | +12.3% | -7.7% | +20.0% | +15.4% |
| 3M | +33.5% | -34.0% | +67.6% | +52.6% |
| 6M | +69.4% | -37.1% | +106.5% | +94.7% |
| YTD | +60.9% | -39.9% | +100.8% | +86.6% |
| 1Y | +115.0% | -44.4% | +159.4% | +156.3% |
| 3Y | +37.0% | -54.5% | +91.5% | +70.2% |
| 5Y | -53.1% | -69.1% | +16.0% | -35.5% |
| 10Y | +27.6% | -20.0% | +47.6% | +18.8% |
| All | +27.6% | -19.3% | +46.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling