-51.4%
ILMN vs ALLY
+1.6%
-53.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.2% | +3.7% | -2.5% | -0.2% |
| 30D | +9.2% | -2.3% | +11.4% | +10.1% |
| 3M | +29.8% | +3.8% | +26.0% | +27.5% |
| 6M | +69.2% | +9.7% | +59.5% | +61.5% |
| YTD | +66.4% | -1.4% | +67.8% | +65.3% |
| 1Y | +123.4% | +8.2% | +115.2% | +112.3% |
| 3Y | +33.2% | +66.5% | -33.3% | +2.0% |
| All | -51.4% | +1.6% | -53.0% | -56.3% |
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