+40.7%
ILMN vs ALM
+2,063.1%
-2,022.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.5% |
| 7D | +1.2% | -2.6% | +3.8% | +1.3% |
| 30D | +9.2% | +32.0% | -22.8% | +8.6% |
| 3M | +29.8% | -15.0% | +44.9% | +30.1% |
| 6M | +69.2% | -10.1% | +79.3% | +69.1% |
| YTD | +66.4% | +99.4% | -33.1% | +64.2% |
| 1Y | +123.4% | +316.4% | -192.9% | +118.1% |
| All | +40.7% | +2,063.1% | -2,022.4% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling