+1,387.3%
ADM vs ILMN
+1,331.5%
+55.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.7% | +0.2% |
| 7D | -7.5% | -28.3% | +20.8% | -5.0% |
| 30D | -14.3% | -24.0% | +9.7% | -12.5% |
| 3M | -8.6% | +4.1% | -12.7% | -9.6% |
| 6M | -9.9% | +49.6% | -59.4% | -13.9% |
| YTD | +25.1% | +58.6% | -33.5% | +18.3% |
| 1Y | +28.8% | +69.9% | -41.0% | +21.1% |
| 3Y | +6.9% | +82.9% | -76.0% | -2.1% |
| 5Y | +25.9% | -47.6% | +73.5% | +27.0% |
| 10Y | +101.7% | +58.8% | +42.9% | +80.9% |
| All | +1,387.3% | +1,331.5% | +55.9% | +957.8% |
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 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