+65.7%
AG vs ILMN
+54.3%
+11.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -10.0% | -2.9% | -7.1% | -9.2% |
| 30D | -10.5% | -23.8% | +13.3% | -4.6% |
| 3M | -27.3% | +7.5% | -34.7% | -29.1% |
| 6M | -43.0% | +42.8% | -85.7% | -48.4% |
| YTD | -17.9% | +57.8% | -75.7% | -27.9% |
| 1Y | +11.9% | +72.6% | -60.7% | -3.7% |
| 3Y | +201.8% | +129.3% | +72.5% | +132.2% |
| 5Y | -0.1% | -44.5% | +44.4% | +3.6% |
| All | +65.7% | +54.3% | +11.4% | +68.8% |
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