+47.4%
ILMN vs AHR
+357.7%
-310.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | -3.9% | -4.3% | +0.5% | -3.3% |
| 30D | +6.9% | -3.1% | +10.0% | +7.3% |
| 3M | +28.1% | +15.7% | +12.4% | +25.2% |
| 6M | +65.0% | +4.1% | +60.9% | +63.4% |
| YTD | +56.3% | +15.4% | +40.9% | +51.6% |
| 1Y | +108.7% | +28.0% | +80.8% | +97.3% |
| All | +47.4% | +357.7% | -310.3% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling