+69.2%
ILMN vs ALM
-9.8%
+79.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.5% |
| 7D | +1.2% | -2.6% | +3.8% | +1.4% |
| 30D | +9.2% | +32.0% | -22.8% | +7.9% |
| 3M | +29.8% | -15.0% | +44.9% | +31.9% |
| 6M | +69.2% | -10.1% | +79.3% | +68.9% |
| All | +69.2% | -9.8% | +79.0% | +68.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling