+59.7%
ILMN vs ACM
+133.7%
-74.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -9.8% | +6.6% | -16.4% | -12.1% |
| 30D | -22.7% | +19.8% | -42.5% | -28.3% |
| 3M | +12.1% | -3.1% | +15.2% | +12.4% |
| 6M | +51.5% | -11.5% | +63.0% | +56.0% |
| YTD | +63.9% | -24.7% | +88.5% | +79.6% |
| 1Y | +76.6% | -45.1% | +121.6% | +121.8% |
| 3Y | +124.6% | -8.9% | +133.5% | +125.3% |
| 5Y | -42.7% | +5.4% | -48.1% | -46.0% |
| 10Y | +59.7% | +131.1% | -71.4% | +5.5% |
| All | +59.7% | +133.7% | -74.0% | +5.5% |
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