+26.3%
ADM vs ILMN
-46.1%
+72.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -9.0% | -9.7% | +0.7% | -8.5% |
| 30D | -14.0% | -20.4% | +6.4% | -12.9% |
| 3M | -9.2% | +10.0% | -19.2% | -10.5% |
| 6M | -9.2% | +49.5% | -58.6% | -12.8% |
| YTD | +24.2% | +62.5% | -38.3% | +18.1% |
| 1Y | +27.0% | +76.0% | -49.0% | +19.8% |
| 3Y | +6.6% | +94.2% | -87.6% | -2.2% |
| All | +26.3% | -46.1% | +72.5% | +23.1% |
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