+73.7%
ILMN vs ACGL
+21.3%
+52.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.0% | -1.4% | -4.6% | -6.2% |
| 30D | -23.0% | +12.4% | -35.4% | -22.7% |
| 3M | +10.4% | +11.1% | -0.7% | +11.2% |
| 6M | +49.4% | +16.3% | +33.1% | +48.7% |
| YTD | +62.3% | +13.8% | +48.5% | +64.5% |
| 1Y | +73.7% | +20.4% | +53.3% | +69.4% |
| All | +73.7% | +21.3% | +52.4% | +69.4% |
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