+50.3%
ILMN vs AS
+134.9%
-84.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -9.7% | +6.9% | -16.6% | -10.9% |
| 30D | -20.4% | +16.0% | -36.4% | -22.8% |
| 3M | +10.0% | -12.8% | +22.9% | +12.8% |
| 6M | +49.5% | -15.4% | +64.9% | +53.5% |
| YTD | +62.5% | -15.7% | +78.2% | +65.7% |
| 1Y | +76.0% | +6.1% | +69.9% | +68.7% |
| All | +50.3% | +134.9% | -84.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling