+20,767.9%
ILMN vs AGI
+5,459.2%
+15,308.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.4% |
| 7D | +1.2% | +0.6% | +0.6% | +1.2% |
| 30D | +9.2% | +18.2% | -9.0% | +8.0% |
| 3M | +29.8% | -4.1% | +34.0% | +30.0% |
| 6M | +69.2% | -28.7% | +97.9% | +72.2% |
| YTD | +66.4% | -4.0% | +70.4% | +65.7% |
| 1Y | +123.4% | +17.4% | +106.0% | +119.4% |
| 3Y | +33.2% | +203.0% | -169.9% | +22.2% |
| 5Y | -52.0% | +376.7% | -428.6% | -57.3% |
| 10Y | +33.6% | +407.5% | -373.9% | +14.7% |
| All | +20,767.9% | +5,459.2% | +15,308.7% | +16,410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling