-43.2%
ILMN vs ACM
+4.8%
-48.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -6.0% | +3.0% | -9.0% | -7.3% |
| 30D | -23.0% | +19.7% | -42.7% | -29.5% |
| 3M | +10.4% | +5.3% | +5.1% | +6.7% |
| 6M | +49.4% | -10.8% | +60.2% | +54.8% |
| YTD | +62.3% | -25.1% | +87.4% | +83.9% |
| 1Y | +73.7% | -45.8% | +119.5% | +142.2% |
| 3Y | +122.5% | -9.4% | +131.9% | +112.9% |
| 5Y | -43.2% | +4.8% | -48.0% | -51.8% |
| All | -43.2% | +4.8% | -48.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling