+123.4%
ILMN vs AHR
+33.1%
+90.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.6% |
| 7D | +1.2% | -1.5% | +2.7% | +1.2% |
| 30D | +9.2% | -1.4% | +10.6% | +9.2% |
| 3M | +29.8% | +18.6% | +11.3% | +30.3% |
| 6M | +69.2% | +6.6% | +62.6% | +68.7% |
| YTD | +66.4% | +17.5% | +48.9% | +65.7% |
| 1Y | +123.4% | +30.9% | +92.5% | +120.2% |
| All | +123.4% | +33.1% | +90.3% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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