+1,007.8%
ILMN vs AJG
+2,160.4%
-1,152.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -1.8% |
| 7D | +1.9% | -3.8% | +5.7% | +3.4% |
| 30D | +12.3% | +1.6% | +10.7% | +11.6% |
| 3M | +33.5% | +18.6% | +14.9% | +24.7% |
| 6M | +69.4% | +10.9% | +58.5% | +61.4% |
| YTD | +60.9% | -2.0% | +62.9% | +60.0% |
| 1Y | +115.0% | -14.9% | +129.9% | +123.8% |
| 3Y | +37.0% | +13.4% | +23.6% | +24.2% |
| 5Y | -53.1% | +83.2% | -136.4% | -65.1% |
| 10Y | +27.6% | +484.3% | -456.7% | -38.9% |
| All | +1,007.8% | +2,160.4% | -1,152.7% | +298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling