+1,276.3%
ILMN vs ACM
+230.8%
+1,045.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -3.7% | +5.0% | +2.8% |
| 30D | +9.2% | -11.1% | +20.3% | +13.7% |
| 3M | +29.8% | -8.0% | +37.8% | +32.8% |
| 6M | +69.2% | -29.7% | +98.9% | +92.2% |
| YTD | +66.4% | -29.4% | +95.7% | +87.2% |
| 1Y | +123.4% | -46.4% | +169.8% | +181.0% |
| 3Y | +33.2% | -22.3% | +55.5% | +43.3% |
| 5Y | -52.0% | +4.5% | -56.4% | -54.4% |
| 10Y | +33.6% | +127.6% | -94.0% | -14.8% |
| All | +1,276.3% | +230.8% | +1,045.5% | +531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling