+59.8%
ILMN vs ALM
+2,022.9%
-1,963.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.3% | +2.4% |
| 7D | -9.7% | -6.7% | -3.0% | -9.5% |
| 30D | -20.4% | -32.9% | +12.5% | -19.5% |
| 3M | +10.0% | -39.5% | +49.5% | +11.5% |
| 6M | +49.5% | -62.0% | +111.5% | +53.0% |
| YTD | +62.5% | -7.8% | +70.3% | +61.8% |
| 1Y | +76.0% | +26.7% | +49.3% | +73.5% |
| 3Y | +94.2% | +825.4% | -731.2% | +76.5% |
| 5Y | -46.3% | +401.2% | -447.6% | -50.8% |
| All | +59.8% | +2,022.9% | -1,963.0% | +42.0% |
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