-30.5%
ACHR vs ILMN
-44.7%
+14.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.3% |
| 7D | -9.2% | -2.9% | -6.4% | -7.8% |
| 30D | -1.0% | -23.8% | +22.8% | +11.6% |
| 3M | -42.2% | +7.5% | -49.6% | -46.0% |
| 6M | -38.2% | +42.8% | -81.0% | -50.5% |
| YTD | -46.4% | +57.8% | -104.2% | -60.1% |
| 1Y | -49.4% | +72.6% | -122.0% | -64.0% |
| 3Y | -22.5% | +129.3% | -151.8% | -55.3% |
| All | -30.5% | -44.7% | +14.1% | -15.5% |
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 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