+11.1%
AG vs ILMN
-46.1%
+57.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.1% |
| 7D | +6.3% | -9.7% | +16.0% | +9.0% |
| 30D | -8.9% | -20.4% | +11.5% | -3.6% |
| 3M | -12.2% | +10.0% | -22.2% | -15.5% |
| 6M | -28.3% | +49.5% | -77.8% | -36.7% |
| YTD | -8.8% | +62.5% | -71.3% | -21.8% |
| 1Y | +39.4% | +76.0% | -36.6% | +17.2% |
| 3Y | +229.4% | +94.2% | +135.3% | +156.0% |
| All | +11.1% | -46.1% | +57.3% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling