+71.8%
ILMN vs AR
+10.2%
+61.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +0.7% | +6.4% | -5.7% | +0.8% |
| 30D | -22.7% | +3.1% | -25.8% | -22.7% |
| 3M | +8.6% | +3.3% | +5.3% | +8.6% |
| 6M | +43.8% | +6.6% | +37.3% | +43.6% |
| YTD | +59.8% | +12.3% | +47.4% | +55.2% |
| 1Y | +71.8% | +12.3% | +59.5% | +67.4% |
| All | +71.8% | +10.2% | +61.6% | +67.4% |
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