-43.8%
ILMN vs AGI
+245.8%
-289.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.9% |
| 7D | +0.7% | -7.5% | +8.2% | +2.0% |
| 30D | -22.7% | -9.9% | -12.9% | -21.5% |
| 3M | +8.6% | -14.2% | +22.8% | +11.2% |
| 6M | +43.8% | -35.2% | +79.0% | +53.1% |
| YTD | +59.8% | -25.2% | +85.0% | +63.7% |
| 1Y | +71.8% | -14.3% | +86.1% | +71.3% |
| 3Y | +119.0% | +127.7% | -8.7% | +65.9% |
| 5Y | -43.8% | +243.4% | -287.3% | -59.1% |
| All | -43.8% | +245.8% | -289.7% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling