+70.5%
ILMN vs ALM
+2,221.4%
-2,150.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +3.3% |
| 7D | -2.6% | +0.7% | -3.3% | -2.6% |
| 30D | -20.6% | -26.1% | +5.4% | -19.9% |
| 3M | +17.5% | -38.1% | +55.6% | +19.0% |
| 6M | +55.6% | -55.4% | +111.0% | +58.6% |
| YTD | +68.3% | -0.4% | +68.7% | +67.1% |
| 1Y | +81.1% | +25.4% | +55.8% | +78.5% |
| 3Y | +112.2% | +907.8% | -795.6% | +91.9% |
| 5Y | -42.6% | +440.2% | -482.8% | -47.7% |
| 10Y | +70.5% | +2,031.1% | -1,960.7% | +49.4% |
| All | +70.5% | +2,221.4% | -2,150.9% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling