+56.0%
ILMN vs AR
+57.4%
-1.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | +7.4% | -10.2% | -3.6% |
| 30D | -23.8% | +5.8% | -29.6% | -24.3% |
| 3M | +7.5% | +5.2% | +2.2% | +6.7% |
| 6M | +42.8% | +5.4% | +37.3% | +41.5% |
| YTD | +57.8% | +12.4% | +45.4% | +54.9% |
| 1Y | +72.6% | +12.8% | +59.8% | +69.2% |
| 3Y | +129.3% | +47.2% | +82.2% | +116.6% |
| 5Y | -44.5% | +101.1% | -145.6% | -49.3% |
| All | +56.0% | +57.4% | -1.3% | +52.9% |
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