+627.7%
ILMN vs APTV
+142.1%
+485.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.0% | -8.9% | +2.9% | -2.7% |
| 30D | -23.0% | -9.5% | -13.5% | -20.4% |
| 3M | +10.4% | -20.6% | +31.0% | +19.2% |
| 6M | +49.4% | -28.9% | +78.3% | +64.3% |
| YTD | +62.3% | -48.2% | +110.5% | +98.7% |
| 1Y | +73.7% | -51.7% | +125.4% | +118.3% |
| 3Y | +122.5% | -48.1% | +170.6% | +163.5% |
| 5Y | -43.2% | -76.7% | +33.5% | -11.8% |
| 10Y | +59.0% | -25.6% | +84.6% | +34.5% |
| All | +627.7% | +142.1% | +485.6% | +280.8% |
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 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