+4.9%
AA vs ILMN
+72.2%
-67.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.6% |
| 7D | +0.5% | -2.9% | +3.4% | +0.9% |
| 30D | -0.6% | -23.8% | +23.2% | +2.1% |
| 3M | -19.7% | +7.5% | -27.1% | -20.4% |
| 6M | -41.6% | +42.8% | -84.3% | -43.7% |
| YTD | -24.6% | +57.8% | -82.5% | -29.9% |
| 1Y | +4.9% | +72.6% | -67.7% | -6.0% |
| All | +4.9% | +72.2% | -67.3% | -6.0% |
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