-1.4%
AGG vs ILMN
+46.0%
-47.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.6% |
| 7D | -1.4% | +0.7% | -2.2% | -1.4% |
| 30D | +0.9% | -22.7% | +23.6% | +0.8% |
| 3M | -1.2% | +8.6% | -9.9% | -2.4% |
| 6M | -1.4% | +43.8% | -45.3% | -3.6% |
| All | -1.4% | +46.0% | -47.5% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling