+93.9%
ILMN vs AGI
-1.1%
+95.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.8% | -15.7% | -6.2% |
| 7D | -21.6% | -5.3% | -16.3% | -21.0% |
| 30D | -22.9% | -7.1% | -15.7% | -22.1% |
| 3M | +11.6% | +4.4% | +7.2% | +12.2% |
| 6M | +62.5% | -23.0% | +85.6% | +66.8% |
| YTD | +72.7% | -22.0% | +94.7% | +74.6% |
| 1Y | +93.9% | +0.3% | +93.6% | +81.4% |
| All | +93.9% | -1.1% | +95.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling