+93.9%
ILMN vs AR
+14.7%
+79.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.3% | +1.4% | -5.0% |
| 7D | -21.6% | -11.1% | -10.4% | -21.7% |
| 30D | -22.9% | +7.9% | -30.8% | -22.9% |
| 3M | +11.6% | +4.9% | +6.7% | +11.4% |
| 6M | +62.5% | -5.3% | +67.9% | +62.5% |
| YTD | +72.7% | +8.6% | +64.1% | +68.0% |
| 1Y | +93.9% | +13.7% | +80.2% | +86.5% |
| All | +93.9% | +14.7% | +79.1% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling