+131.7%
AG vs ILMN
+127.6%
+4.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | +1.0% | +1.2% | -0.2% | +0.7% |
| 30D | +19.2% | +9.2% | +10.0% | +16.6% |
| 3M | +6.2% | +29.8% | -23.7% | +0.3% |
| 6M | -26.7% | +69.2% | -95.9% | -34.0% |
| YTD | +26.1% | +66.4% | -40.3% | +13.8% |
| 1Y | +131.7% | +123.4% | +8.3% | +102.6% |
| All | +131.7% | +127.6% | +4.0% | +102.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling