+53.6%
AA vs ILMN
+61.7%
-8.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +4.5% |
| 7D | +4.8% | -2.6% | +7.4% | +5.6% |
| 30D | -0.6% | -20.6% | +20.0% | +6.5% |
| 3M | -16.3% | +17.5% | -33.7% | -22.9% |
| 6M | -33.4% | +55.6% | -89.0% | -45.4% |
| YTD | -20.7% | +68.3% | -89.0% | -37.8% |
| 1Y | +12.9% | +81.1% | -68.2% | -14.0% |
| 3Y | +75.7% | +112.2% | -36.4% | +18.1% |
| 5Y | -6.8% | -42.6% | +35.8% | -1.3% |
| 10Y | +53.6% | +70.5% | -16.8% | +8.3% |
| All | +53.6% | +61.7% | -8.1% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling