+123.4%
ILMN vs ACM
-45.8%
+169.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.2% | -3.7% | +5.0% | +1.9% |
| 30D | +9.2% | -11.1% | +20.3% | +10.9% |
| 3M | +29.8% | -8.0% | +37.8% | +30.8% |
| 6M | +69.2% | -29.7% | +98.9% | +82.1% |
| YTD | +66.4% | -29.4% | +95.7% | +77.0% |
| 1Y | +123.4% | -46.4% | +169.8% | +161.3% |
| All | +123.4% | -45.8% | +169.2% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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