+123.4%
ILMN vs ALLY
+9.5%
+113.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.2% | +3.7% | -2.5% | +0.5% |
| 30D | +9.2% | -2.3% | +11.4% | +9.6% |
| 3M | +29.8% | +3.8% | +26.0% | +28.8% |
| 6M | +69.2% | +9.7% | +59.5% | +65.3% |
| YTD | +66.4% | -1.4% | +67.8% | +66.3% |
| 1Y | +123.4% | +8.2% | +115.2% | +128.1% |
| All | +123.4% | +9.5% | +113.9% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling