+115.0%
ILMN vs APTV
-43.0%
+158.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.8% |
| 7D | +1.9% | +2.0% | -0.1% | +1.7% |
| 30D | +12.3% | -7.7% | +20.0% | +13.1% |
| 3M | +33.5% | -34.0% | +67.6% | +40.6% |
| 6M | +69.4% | -37.1% | +106.5% | +78.5% |
| YTD | +60.9% | -39.9% | +100.8% | +67.5% |
| 1Y | +115.0% | -44.4% | +159.4% | +120.5% |
| All | +115.0% | -43.0% | +158.0% | +120.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling