+64.6%
ILMN vs ATI
+1,059.6%
-995.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -2.0% | +1.7% |
| 7D | -9.7% | +6.2% | -15.8% | -10.6% |
| 30D | -20.4% | -7.1% | -13.3% | -19.4% |
| 3M | +10.0% | -21.3% | +31.3% | +14.3% |
| 6M | +49.5% | +6.5% | +43.0% | +46.8% |
| YTD | +62.5% | +53.2% | +9.3% | +49.5% |
| 1Y | +76.0% | +82.7% | -6.7% | +57.1% |
| 3Y | +94.2% | +314.3% | -220.1% | +46.6% |
| 5Y | -46.3% | +890.9% | -937.2% | -65.1% |
| All | +64.6% | +1,059.6% | -995.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling