+55.2%
ILMN vs ALLY
+124.8%
-69.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.2% | +3.7% | -2.5% | 0.0% |
| 30D | +9.2% | -2.3% | +11.4% | +10.0% |
| 3M | +29.8% | +3.8% | +26.0% | +27.9% |
| 6M | +69.2% | +9.7% | +59.5% | +63.0% |
| YTD | +66.4% | -1.4% | +67.8% | +65.5% |
| 1Y | +123.4% | +8.2% | +115.2% | +114.6% |
| 3Y | +33.2% | +66.5% | -33.3% | +8.9% |
| 5Y | -52.0% | +1.2% | -53.2% | -55.6% |
| 10Y | +33.6% | +191.4% | -157.8% | -19.0% |
| All | +55.2% | +124.8% | -69.6% | +9.8% |
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 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