-51.4%
ILMN vs ACM
+5.0%
-56.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -3.7% | +5.0% | +3.1% |
| 30D | +9.2% | -11.1% | +20.3% | +14.7% |
| 3M | +29.8% | -8.0% | +37.8% | +33.2% |
| 6M | +69.2% | -29.7% | +98.9% | +100.2% |
| YTD | +66.4% | -29.4% | +95.7% | +93.5% |
| 1Y | +123.4% | -46.4% | +169.8% | +206.8% |
| 3Y | +33.2% | -22.3% | +55.5% | +41.3% |
| All | -51.4% | +5.0% | -56.4% | -57.0% |
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