+93.9%
ILMN vs ACGL
+28.7%
+65.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -4.5% |
| 7D | -21.6% | +8.0% | -29.5% | -20.9% |
| 30D | -22.9% | +17.3% | -40.2% | -22.5% |
| 3M | +11.6% | +11.2% | +0.4% | +12.8% |
| 6M | +62.5% | +18.2% | +44.4% | +62.0% |
| YTD | +72.7% | +15.4% | +57.3% | +75.4% |
| 1Y | +93.9% | +26.5% | +67.3% | +88.3% |
| All | +93.9% | +28.7% | +65.1% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling