-53.1%
ILMN vs AGI
+390.0%
-443.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | +1.9% | +4.4% | -2.5% | +1.2% |
| 30D | +12.3% | +10.0% | +2.3% | +10.8% |
| 3M | +33.5% | +1.7% | +31.8% | +32.8% |
| 6M | +69.4% | -26.8% | +96.2% | +76.2% |
| YTD | +60.9% | -5.3% | +66.2% | +59.2% |
| 1Y | +115.0% | +11.5% | +103.5% | +105.7% |
| 3Y | +37.0% | +212.9% | -175.9% | +0.8% |
| 5Y | -53.1% | +388.8% | -441.9% | -69.4% |
| All | -53.1% | +390.0% | -443.2% | -69.4% |
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 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