+645.8%
ILMN vs APTV
+194.6%
+451.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.6% | -2.7% |
| 7D | +1.2% | +4.8% | -3.6% | -0.6% |
| 30D | +9.2% | +2.0% | +7.2% | +8.0% |
| 3M | +29.8% | -34.2% | +64.1% | +49.5% |
| 6M | +69.2% | -34.7% | +103.9% | +92.9% |
| YTD | +66.4% | -37.0% | +103.4% | +90.7% |
| 1Y | +123.4% | -40.4% | +163.8% | +161.0% |
| 3Y | +33.2% | -54.1% | +87.3% | +66.6% |
| 5Y | -52.0% | -68.0% | +16.1% | -33.5% |
| 10Y | +33.6% | -15.5% | +49.1% | +9.7% |
| All | +645.8% | +194.6% | +451.2% | +265.4% |
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