-51.8%
ACHR vs ILMN
-37.9%
-13.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +6.7% |
| 7D | +15.3% | -2.6% | +17.9% | +16.7% |
| 30D | -3.0% | -20.6% | +17.6% | +6.6% |
| 3M | -14.0% | +17.5% | -31.4% | -22.6% |
| 6M | -25.8% | +55.6% | -81.4% | -42.3% |
| YTD | -36.0% | +68.3% | -104.4% | -53.0% |
| 1Y | -41.2% | +81.1% | -122.3% | -58.3% |
| 3Y | -8.6% | +112.2% | -120.7% | -43.1% |
| 5Y | -20.6% | -42.6% | +22.0% | -15.5% |
| All | -51.8% | -37.9% | -13.9% | -46.5% |
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