+214.2%
ARM vs ILMN
+42.1%
+172.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.1% |
| 7D | +19.8% | +0.7% | +19.1% | +19.5% |
| 30D | -21.8% | -22.7% | +1.0% | -13.2% |
| 3M | -26.5% | +8.6% | -35.1% | -29.7% |
| 6M | -3.9% | +43.8% | -47.7% | -18.1% |
| YTD | +82.8% | +59.8% | +23.0% | +47.5% |
| 1Y | +34.3% | +71.8% | -37.5% | +4.9% |
| 3Y | +282.2% | +119.0% | +163.2% | +149.6% |
| All | +214.2% | +42.1% | +172.1% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling