+49.4%
ILMN vs AAOX
-95.4%
+144.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +31.3% | -32.2% | -2.4% |
| 7D | -6.0% | -20.1% | +14.1% | -5.6% |
| 30D | -23.0% | -75.5% | +52.5% | -20.7% |
| 3M | +10.4% | -89.0% | +99.4% | +14.4% |
| 6M | +49.4% | -96.7% | +146.2% | +52.5% |
| All | +49.4% | -95.4% | +144.8% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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