-52.8%
ILMN vs APTV
-69.0%
+16.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +53.2% |
| 6M | +69.4% | -37.1% | +106.5% | +95.8% |
| YTD | +60.9% | -39.9% | +100.8% | +87.5% |
| 1Y | +115.0% | -44.4% | +159.4% | +158.4% |
| 3Y | +37.0% | -54.5% | +91.5% | +72.9% |
| All | -52.8% | -69.0% | +16.3% | -37.0% |
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