+93.9%
ILMN vs ALLY
+4.2%
+89.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.8% | -8.7% | -5.7% |
| 7D | -21.6% | +2.4% | -23.9% | -21.7% |
| 30D | -22.9% | +5.6% | -28.4% | -23.4% |
| 3M | +11.6% | -11.7% | +23.3% | +14.5% |
| 6M | +62.5% | -7.0% | +69.6% | +65.4% |
| YTD | +72.7% | -10.4% | +83.2% | +77.1% |
| 1Y | +93.9% | +2.4% | +91.5% | +88.2% |
| All | +93.9% | +4.2% | +89.6% | +88.2% |
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