+153.9%
ILMN vs ADVB
-97.4%
+251.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -2.7% |
| 7D | -9.8% | -4.1% | -5.7% | -9.8% |
| 30D | -22.7% | -60.3% | +37.5% | -23.3% |
| 3M | +12.1% | -73.3% | +85.4% | +10.8% |
| 6M | +51.5% | -65.9% | +117.4% | +51.1% |
| YTD | +63.9% | -63.9% | +127.7% | +64.1% |
| 1Y | +76.6% | -74.1% | +150.7% | +76.6% |
| All | +153.9% | -97.4% | +251.2% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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