+628.4%
ILMN vs APTV
+142.3%
+486.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +5.9% | +3.7% |
| 7D | -9.7% | -10.2% | +0.5% | -6.3% |
| 30D | -20.4% | -10.8% | -9.6% | -17.3% |
| 3M | +10.0% | -14.8% | +24.8% | +15.5% |
| 6M | +49.5% | -30.6% | +80.0% | +65.8% |
| YTD | +62.5% | -48.2% | +110.7% | +98.8% |
| 1Y | +76.0% | -52.0% | +127.9% | +121.6% |
| 3Y | +94.2% | -47.0% | +141.2% | +127.7% |
| 5Y | -46.3% | -77.5% | +31.1% | -15.6% |
| 10Y | +62.7% | -27.0% | +89.7% | +38.8% |
| All | +628.4% | +142.3% | +486.1% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling