-54.3%
ILMN vs AJG
+76.5%
-130.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -9.2% | -8.5% | -0.7% | -6.8% |
| 30D | +4.4% | -3.8% | +8.1% | +5.5% |
| 3M | +23.9% | +10.8% | +13.1% | +19.7% |
| 6M | +64.5% | +15.6% | +48.9% | +56.6% |
| YTD | +53.5% | -5.1% | +58.6% | +54.6% |
| 1Y | +110.8% | -16.0% | +126.8% | +120.6% |
| 3Y | +30.7% | +9.7% | +20.9% | +12.5% |
| All | -54.3% | +76.5% | -130.8% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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