+47.8%
AA vs ILMN
+59.3%
-11.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +1.1% | -6.0% | +7.1% | +3.4% |
| 30D | -1.3% | -23.0% | +21.8% | +7.0% |
| 3M | -23.9% | +10.4% | -34.3% | -28.4% |
| 6M | -36.8% | +49.4% | -86.2% | -47.4% |
| YTD | -22.2% | +62.3% | -84.5% | -38.2% |
| 1Y | +10.4% | +73.7% | -63.3% | -14.7% |
| 3Y | +72.0% | +122.5% | -50.5% | +13.5% |
| 5Y | -15.6% | -43.2% | +27.5% | -10.5% |
| 10Y | +47.8% | +59.0% | -11.2% | +6.3% |
| All | +47.8% | +59.3% | -11.5% | +6.3% |
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