+59.0%
ILMN vs ALLY
+182.4%
-123.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | -6.0% | -2.8% | -3.2% | -5.1% |
| 30D | -23.0% | +1.9% | -24.9% | -23.4% |
| 3M | +10.4% | -12.1% | +22.5% | +15.0% |
| 6M | +49.4% | -9.0% | +58.4% | +53.3% |
| YTD | +62.3% | -12.9% | +75.3% | +68.1% |
| 1Y | +73.7% | -0.1% | +73.8% | +71.7% |
| 3Y | +122.5% | +64.6% | +57.9% | +84.5% |
| 5Y | -43.2% | -10.1% | -33.1% | -45.4% |
| 10Y | +59.0% | +176.7% | -117.7% | +13.8% |
| All | +59.0% | +182.4% | -123.4% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling