-41.5%
ACHR vs ILMN
-40.6%
-0.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +3.7% |
| 7D | +4.9% | +1.9% | +3.0% | +3.8% |
| 30D | +4.3% | +12.3% | -8.0% | -1.8% |
| 3M | +1.7% | +33.5% | -31.8% | -12.6% |
| 6M | -6.9% | +69.4% | -76.2% | -28.9% |
| YTD | -22.5% | +60.9% | -83.4% | -40.3% |
| 1Y | -31.5% | +115.0% | -146.5% | -55.4% |
| 3Y | -14.4% | +37.0% | -51.4% | -32.8% |
| 5Y | -41.6% | -53.1% | +11.5% | -32.8% |
| All | -41.5% | -40.6% | -0.9% | -32.1% |
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 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