+59.0%
ILMN vs AR
+58.9%
0.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.1% |
| 7D | -6.0% | +2.1% | -8.1% | -6.2% |
| 30D | -23.0% | +4.5% | -27.6% | -23.4% |
| 3M | +10.4% | +1.0% | +9.4% | +10.1% |
| 6M | +49.4% | +4.4% | +45.0% | +48.2% |
| YTD | +62.3% | +10.9% | +51.5% | +59.5% |
| 1Y | +73.7% | +8.6% | +65.1% | +70.9% |
| 3Y | +122.5% | +48.5% | +74.0% | +110.0% |
| 5Y | -43.2% | +95.7% | -138.9% | -48.0% |
| 10Y | +59.0% | +55.5% | +3.5% | +55.5% |
| All | +59.0% | +58.9% | 0.0% | +55.5% |
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 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