+40.7%
ILMN vs ACGL
+34.2%
+6.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.5% |
| 7D | +1.2% | -0.7% | +2.0% | +1.2% |
| 30D | +9.2% | -1.0% | +10.2% | +9.2% |
| 3M | +29.8% | +11.0% | +18.8% | +29.6% |
| 6M | +69.2% | -0.3% | +69.5% | +69.1% |
| YTD | +66.4% | +2.3% | +64.1% | +66.4% |
| 1Y | +123.4% | +6.4% | +117.0% | +123.6% |
| All | +40.7% | +34.2% | +6.5% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling