+76.6%
ILMN vs ACM
-45.8%
+122.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | -9.8% | +6.6% | -16.4% | -10.2% |
| 30D | -22.7% | +19.8% | -42.5% | -23.8% |
| 3M | +12.1% | -3.1% | +15.2% | +12.5% |
| 6M | +51.5% | -11.5% | +63.0% | +53.8% |
| YTD | +63.9% | -24.7% | +88.5% | +69.7% |
| 1Y | +76.6% | -45.1% | +121.6% | +86.8% |
| All | +76.6% | -45.8% | +122.3% | +86.8% |
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 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