-45.5%
ILMN vs APTV
-77.0%
+31.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +5.9% | +3.7% |
| 7D | -9.7% | -10.2% | +0.5% | -6.5% |
| 30D | -20.4% | -10.8% | -9.6% | -17.4% |
| 3M | +10.0% | -14.8% | +24.8% | +15.2% |
| 6M | +49.5% | -30.6% | +80.0% | +65.1% |
| YTD | +62.5% | -48.2% | +110.7% | +98.7% |
| 1Y | +76.0% | -52.0% | +127.9% | +122.0% |
| 3Y | +94.2% | -47.0% | +141.2% | +125.8% |
| All | -45.5% | -77.0% | +31.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling