+59.0%
ILMN vs ACM
+130.8%
-71.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -6.0% | +3.0% | -9.0% | -7.1% |
| 30D | -23.0% | +19.7% | -42.7% | -28.5% |
| 3M | +10.4% | +5.3% | +5.1% | +7.2% |
| 6M | +49.4% | -10.8% | +60.2% | +53.3% |
| YTD | +62.3% | -25.1% | +87.4% | +78.3% |
| 1Y | +73.7% | -45.8% | +119.5% | +119.5% |
| 3Y | +122.5% | -9.4% | +131.9% | +123.7% |
| 5Y | -43.2% | +4.8% | -48.0% | -46.3% |
| 10Y | +59.0% | +129.8% | -70.8% | +5.6% |
| All | +59.0% | +130.8% | -71.9% | +5.6% |
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