+124.6%
ILMN vs AFL
+66.2%
+58.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | -9.8% | +2.1% | -11.9% | -10.1% |
| 30D | -22.7% | +10.6% | -33.3% | -24.3% |
| 3M | +12.1% | +4.4% | +7.7% | +11.0% |
| 6M | +51.5% | +13.1% | +38.4% | +46.7% |
| YTD | +63.9% | +16.6% | +47.2% | +56.8% |
| 1Y | +76.6% | +13.8% | +62.7% | +70.2% |
| 3Y | +124.6% | +65.7% | +58.9% | +112.8% |
| All | +124.6% | +66.2% | +58.4% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling