+26.0%
AG vs ILMN
+74.7%
-48.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -5.0% |
| 7D | +6.0% | -9.8% | +15.7% | +9.3% |
| 30D | -13.5% | -22.7% | +9.2% | -6.4% |
| 3M | -20.7% | +12.1% | -32.7% | -25.6% |
| 6M | -31.5% | +51.5% | -83.0% | -42.2% |
| YTD | -10.1% | +63.9% | -74.0% | -29.0% |
| 1Y | +26.0% | +76.6% | -50.6% | -8.4% |
| All | +26.0% | +74.7% | -48.7% | -8.4% |
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