+16.0%
AA vs ILMN
+92.1%
-76.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.7% | +3.2% |
| 7D | +0.9% | -21.6% | +22.5% | +3.2% |
| 30D | -6.4% | -22.9% | +16.4% | -4.2% |
| 3M | -13.0% | +11.6% | -24.5% | -14.3% |
| 6M | -34.6% | +62.5% | -97.2% | -38.0% |
| YTD | -23.0% | +72.7% | -95.8% | -28.5% |
| 1Y | +16.0% | +93.9% | -77.9% | +3.9% |
| All | +16.0% | +92.1% | -76.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling