+214.0%
ARM vs ILMN
+83.5%
+130.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -8.2% | -4.9% | -9.8% |
| 7D | -27.1% | -28.3% | +1.2% | -17.1% |
| 30D | -44.9% | -24.0% | -20.9% | -38.6% |
| 3M | -39.3% | +4.1% | -43.3% | -40.9% |
| 6M | -20.2% | +49.6% | -69.7% | -32.7% |
| YTD | +52.5% | +58.6% | -6.1% | +23.9% |
| 1Y | +4.1% | +69.9% | -65.8% | -18.0% |
| All | +214.0% | +83.5% | +130.4% | +127.7% |
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