+120.6%
ADM vs ILMN
+56.2%
+64.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +0.7% | +0.7% | 0.0% | +0.6% |
| 30D | -14.7% | -22.7% | +8.0% | -12.5% |
| 3M | -10.4% | +8.6% | -19.0% | -12.4% |
| 6M | -10.9% | +43.8% | -54.8% | -16.2% |
| YTD | +26.0% | +59.8% | -33.8% | +16.4% |
| 1Y | +26.5% | +71.8% | -45.3% | +15.7% |
| 3Y | +8.2% | +119.0% | -110.8% | -7.2% |
| 5Y | +24.0% | -43.8% | +67.8% | +27.4% |
| All | +120.6% | +56.2% | +64.5% | +106.4% |
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