+7.7%
AAL vs ILMN
+92.1%
-84.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.2% | +6.7% |
| 7D | +8.3% | -21.6% | +29.9% | +11.0% |
| 30D | +6.2% | -22.9% | +29.1% | +8.9% |
| 3M | -17.7% | +11.6% | -29.3% | -20.5% |
| 6M | +15.4% | +62.5% | -47.1% | +2.4% |
| YTD | -11.1% | +72.7% | -83.8% | -25.0% |
| 1Y | +7.7% | +93.9% | -86.1% | -19.1% |
| All | +7.7% | +92.1% | -84.4% | -19.1% |
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