-5.6%
AA vs ILMN
+1,401.8%
-1,407.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.8% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | +5.0% | +9.2% | -4.2% | +3.0% |
| 3M | -35.8% | +29.8% | -65.7% | -39.3% |
| 6M | -18.4% | +69.2% | -87.6% | -27.0% |
| YTD | -5.5% | +66.4% | -71.9% | -15.5% |
| 1Y | +61.0% | +123.4% | -62.4% | +34.8% |
| 3Y | +66.2% | +33.2% | +33.0% | +51.5% |
| 5Y | +11.4% | -52.0% | +63.3% | +19.2% |
| 10Y | +116.9% | +33.6% | +83.3% | +93.1% |
| All | -5.6% | +1,401.8% | -1,407.4% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling