-42.7%
ILMN vs ALLY
-9.3%
-33.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -1.7% |
| 7D | -9.8% | -0.7% | -9.1% | -9.6% |
| 30D | -22.7% | +1.1% | -23.9% | -23.0% |
| 3M | +12.1% | -13.2% | +25.2% | +18.6% |
| 6M | +51.5% | -13.5% | +64.9% | +59.8% |
| YTD | +63.9% | -14.3% | +78.1% | +72.3% |
| 1Y | +76.6% | -1.1% | +77.7% | +74.2% |
| 3Y | +124.6% | +62.0% | +62.6% | +72.3% |
| 5Y | -42.7% | -9.6% | -33.1% | -43.7% |
| All | -42.7% | -9.3% | -33.4% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling