-51.4%
ILMN vs AR
+143.7%
-195.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | +1.2% | +2.5% | -1.3% | +0.8% |
| 30D | +9.2% | +14.8% | -5.6% | +6.8% |
| 3M | +29.8% | +6.2% | +23.6% | +28.3% |
| 6M | +69.2% | +4.3% | +64.9% | +67.0% |
| YTD | +66.4% | +14.4% | +52.0% | +61.2% |
| 1Y | +123.4% | +21.3% | +102.1% | +113.6% |
| 3Y | +33.2% | +39.8% | -6.6% | +21.3% |
| All | -51.4% | +143.7% | -195.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling