+47.9%
ILMN vs ALLY
+101.5%
-53.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.3% | -6.8% | -7.7% |
| 7D | -28.3% | -1.1% | -27.2% | -27.9% |
| 30D | -24.0% | +4.2% | -28.1% | -24.9% |
| 3M | +4.1% | -12.4% | +16.5% | +8.7% |
| 6M | +49.6% | -8.7% | +58.2% | +53.4% |
| YTD | +58.6% | -11.6% | +70.2% | +63.6% |
| 1Y | +69.9% | +0.2% | +69.7% | +67.7% |
| 3Y | +82.9% | +57.1% | +25.8% | +52.8% |
| 5Y | -47.6% | -6.8% | -40.8% | -50.0% |
| 10Y | +58.8% | +200.4% | -141.5% | -6.0% |
| All | +47.9% | +101.5% | -53.6% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling