+991.7%
ILMN vs ACGL
+6,706.6%
-5,714.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.1% | -8.1% | -8.2% |
| 7D | -28.3% | +6.4% | -34.7% | -29.9% |
| 30D | -24.0% | +16.6% | -40.6% | -27.9% |
| 3M | +4.1% | +11.6% | -7.5% | -0.1% |
| 6M | +49.6% | +17.5% | +32.1% | +40.6% |
| YTD | +58.6% | +15.3% | +43.3% | +49.8% |
| 1Y | +69.9% | +26.3% | +43.6% | +55.7% |
| 3Y | +82.9% | +35.9% | +47.0% | +59.1% |
| 5Y | -47.6% | +168.2% | -215.8% | -65.1% |
| 10Y | +58.8% | +352.0% | -293.2% | -17.1% |
| All | +991.7% | +6,706.6% | -5,714.9% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling