-44.1%
ILMN vs ALHC
-28.9%
-15.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +9.2% | -1.0% | +10.2% | +9.1% |
| 3M | +29.8% | -10.2% | +40.0% | +29.9% |
| 6M | +69.2% | -28.3% | +97.5% | +72.6% |
| YTD | +66.4% | -31.4% | +97.8% | +70.0% |
| 1Y | +123.4% | -16.9% | +140.3% | +122.0% |
| 3Y | +33.2% | +135.5% | -102.3% | +6.8% |
| 5Y | -52.0% | -33.6% | -18.3% | -58.0% |
| All | -44.1% | -28.9% | -15.2% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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