-42.9%
ACHR vs ILMN
-51.8%
+8.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | -0.7% | +1.2% | -1.9% | -1.3% |
| 30D | +9.8% | +9.2% | +0.6% | +4.5% |
| 3M | -10.5% | +29.8% | -40.3% | -22.5% |
| 6M | -15.5% | +69.2% | -84.7% | -36.5% |
| YTD | -24.1% | +66.4% | -90.4% | -43.4% |
| 1Y | -32.4% | +123.4% | -155.8% | -58.0% |
| 3Y | -11.6% | +33.2% | -44.8% | -30.4% |
| All | -42.9% | -51.8% | +8.9% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling