+21.2%
ILMN vs AGI
+388.9%
-367.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | -9.2% | -5.3% | -3.9% | -8.8% |
| 30D | +4.4% | +6.8% | -2.4% | +3.9% |
| 3M | +23.9% | +8.3% | +15.6% | +22.9% |
| 6M | +64.5% | -29.2% | +93.7% | +68.2% |
| YTD | +53.5% | -7.3% | +60.7% | +53.1% |
| 1Y | +110.8% | +8.0% | +102.7% | +107.5% |
| 3Y | +30.7% | +206.6% | -175.9% | +17.2% |
| 5Y | -54.8% | +398.1% | -453.0% | -60.9% |
| All | +21.2% | +388.9% | -367.7% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling