+81.4%
ILMN vs AR
+6.0%
+75.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.6% |
| 7D | -2.6% | -10.5% | +8.0% | -2.7% |
| 30D | -20.6% | +1.3% | -21.9% | -20.6% |
| 3M | +17.5% | +4.8% | +12.7% | +17.2% |
| 6M | +55.6% | +1.2% | +54.4% | +55.3% |
| YTD | +68.3% | +5.5% | +62.8% | +63.5% |
| All | +81.4% | +6.0% | +75.4% | +75.5% |
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