+112.9%
AA vs ILMN
+33.5%
+79.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.5% |
| 7D | -0.7% | +1.2% | -1.9% | -1.2% |
| 30D | +5.0% | +9.2% | -4.2% | +1.3% |
| 3M | -35.8% | +29.8% | -65.7% | -42.4% |
| 6M | -18.4% | +69.2% | -87.6% | -34.2% |
| YTD | -5.5% | +66.4% | -71.9% | -24.0% |
| 1Y | +61.0% | +123.4% | -62.4% | +13.1% |
| 3Y | +66.2% | +33.2% | +33.0% | +37.0% |
| 5Y | +11.4% | -52.0% | +63.3% | +29.4% |
| All | +112.9% | +33.5% | +79.4% | +54.3% |
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