+76.0%
ILMN vs AR
+8.4%
+67.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.5% |
| 7D | -9.7% | -14.3% | +4.6% | -9.9% |
| 30D | -20.4% | +1.4% | -21.8% | -20.4% |
| 3M | +10.0% | +3.4% | +6.6% | +9.8% |
| 6M | +49.5% | -2.1% | +51.5% | +49.3% |
| YTD | +62.5% | +4.7% | +57.8% | +57.9% |
| 1Y | +76.0% | +10.6% | +65.4% | +68.6% |
| All | +76.0% | +8.4% | +67.6% | +68.6% |
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