-55.5%
ACHR vs ILMN
-40.0%
-15.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.5% | +12.3% | +13.6% |
| 7D | +5.7% | -9.7% | +15.4% | +10.7% |
| 30D | -4.9% | -20.4% | +15.5% | +4.3% |
| 3M | -15.1% | +10.0% | -25.1% | -21.4% |
| 6M | -30.7% | +49.5% | -80.2% | -45.2% |
| YTD | -41.0% | +62.5% | -103.5% | -55.9% |
| 1Y | -50.0% | +76.0% | -126.0% | -64.1% |
| 3Y | -17.0% | +94.2% | -111.2% | -46.2% |
| 5Y | -29.4% | -46.3% | +16.9% | -23.1% |
| All | -55.5% | -40.0% | -15.4% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling