+76.0%
ILMN vs ALLY
-1.7%
+77.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.8% |
| 7D | -9.7% | +0.9% | -10.6% | -9.9% |
| 30D | -20.4% | +3.1% | -23.5% | -20.5% |
| 3M | +10.0% | -12.6% | +22.6% | +13.1% |
| 6M | +49.5% | -12.4% | +61.9% | +54.1% |
| YTD | +62.5% | -13.2% | +75.6% | +67.3% |
| 1Y | +76.0% | +1.8% | +74.2% | +70.5% |
| All | +76.0% | -1.7% | +77.7% | +70.5% |
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