+57.5%
AG vs ILMN
+28.5%
+29.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | -0.2% |
| 7D | +4.5% | +1.9% | +2.6% | +4.0% |
| 30D | +12.9% | +12.3% | +0.6% | +9.9% |
| 3M | +20.9% | +33.5% | -12.6% | +12.6% |
| 6M | -19.5% | +69.4% | -88.9% | -29.5% |
| YTD | +24.8% | +60.9% | -36.1% | +10.4% |
| 1Y | +120.2% | +115.0% | +5.3% | +80.0% |
| 3Y | +279.0% | +37.0% | +242.0% | +234.6% |
| 5Y | +67.9% | -53.1% | +121.1% | +81.0% |
| 10Y | +57.5% | +27.6% | +29.9% | +40.3% |
| All | +57.5% | +28.5% | +29.0% | +40.3% |
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