-23.4%
AA vs ILMN
+1,342.1%
-1,365.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.1% |
| 7D | +5.3% | +0.7% | +4.5% | +5.2% |
| 30D | -2.3% | -22.7% | +20.5% | +2.2% |
| 3M | -20.8% | +8.6% | -29.4% | -22.9% |
| 6M | -39.8% | +43.8% | -83.6% | -44.8% |
| YTD | -23.3% | +59.8% | -83.1% | -31.5% |
| 1Y | +1.8% | +71.8% | -70.0% | -10.3% |
| 3Y | +69.5% | +119.0% | -49.4% | +39.7% |
| 5Y | -18.0% | -43.8% | +25.8% | -15.2% |
| 10Y | +45.7% | +56.4% | -10.8% | +26.0% |
| All | -23.4% | +1,342.1% | -1,365.5% | -61.0% |
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 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