+31.8%
ILMN vs AR
+52.0%
-20.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.5% |
| 7D | +1.2% | +2.5% | -1.3% | +1.0% |
| 30D | +9.2% | +14.8% | -5.6% | +7.6% |
| 3M | +29.8% | +6.2% | +23.6% | +28.9% |
| 6M | +69.2% | +4.3% | +64.9% | +67.8% |
| YTD | +66.4% | +14.4% | +52.0% | +63.2% |
| 1Y | +123.4% | +21.3% | +102.1% | +117.5% |
| 3Y | +33.2% | +39.8% | -6.6% | +26.3% |
| 5Y | -52.0% | +142.1% | -194.0% | -56.9% |
| All | +31.8% | +52.0% | -20.2% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling