+44.7%
ILMN vs AHR
+360.2%
-315.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.9% |
| 7D | -9.2% | -3.0% | -6.1% | -8.8% |
| 30D | +4.4% | +2.6% | +1.8% | +4.1% |
| 3M | +23.9% | +16.0% | +7.9% | +21.0% |
| 6M | +64.5% | +3.1% | +61.4% | +63.3% |
| YTD | +53.5% | +16.0% | +37.4% | +48.7% |
| 1Y | +110.8% | +28.0% | +82.8% | +99.4% |
| All | +44.7% | +360.2% | -315.4% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling