+56.0%
ILMN vs ACM
+132.6%
-76.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.9% | +5.6% | -8.5% | -5.1% |
| 30D | -23.8% | +20.8% | -44.6% | -29.7% |
| 3M | +7.5% | +11.4% | -4.0% | +2.0% |
| 6M | +42.8% | +0.9% | +41.8% | +39.6% |
| YTD | +57.8% | -24.8% | +82.6% | +73.5% |
| 1Y | +72.6% | -46.4% | +119.0% | +120.9% |
| 3Y | +129.3% | -9.2% | +138.6% | +130.2% |
| 5Y | -44.5% | +5.0% | -49.5% | -47.8% |
| All | +56.0% | +132.6% | -76.6% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling