+312.9%
AG vs ILMN
+1,106.3%
-793.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.8% |
| 7D | +10.8% | -2.6% | +13.4% | +11.3% |
| 30D | -8.2% | -20.6% | +12.5% | -3.3% |
| 3M | -13.7% | +17.5% | -31.1% | -17.7% |
| 6M | -27.3% | +55.6% | -82.9% | -35.5% |
| YTD | -4.6% | +68.3% | -72.9% | -17.5% |
| 1Y | +39.4% | +81.1% | -41.8% | +18.5% |
| 3Y | +244.1% | +112.2% | +132.0% | +170.1% |
| 5Y | +16.8% | -42.6% | +59.4% | +21.0% |
| 10Y | +71.7% | +70.5% | +1.2% | +29.9% |
| All | +312.9% | +1,106.3% | -793.3% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling