+158.1%
ADM vs ILMN
+32.2%
+125.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | +3.8% | +1.2% | +2.5% | +3.6% |
| 30D | +9.8% | +9.2% | +0.6% | +8.3% |
| 3M | +2.1% | +29.8% | -27.7% | -1.6% |
| 6M | +27.5% | +69.2% | -41.7% | +18.3% |
| YTD | +50.2% | +66.4% | -16.2% | +39.3% |
| 1Y | +40.6% | +123.4% | -82.8% | +24.3% |
| 3Y | +17.2% | +33.2% | -15.9% | +9.1% |
| 5Y | +61.9% | -52.0% | +113.9% | +73.1% |
| All | +158.1% | +32.2% | +125.9% | +122.8% |
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