+229.4%
AG vs ILMN
+88.1%
+141.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.2% |
| 7D | +6.3% | -9.7% | +16.0% | +8.7% |
| 30D | -8.9% | -20.4% | +11.5% | -4.1% |
| 3M | -12.2% | +10.0% | -22.2% | -15.0% |
| 6M | -28.3% | +49.5% | -77.8% | -35.6% |
| YTD | -8.8% | +62.5% | -71.3% | -20.0% |
| 1Y | +39.4% | +76.0% | -36.6% | +20.4% |
| 3Y | +229.4% | +94.2% | +135.3% | +164.2% |
| All | +229.4% | +88.1% | +141.4% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling