-45.5%
ILMN vs ATI
+871.8%
-917.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -2.0% | +1.5% |
| 7D | -9.7% | +6.2% | -15.8% | -10.8% |
| 30D | -20.4% | -7.1% | -13.3% | -19.1% |
| 3M | +10.0% | -21.3% | +31.3% | +15.4% |
| 6M | +49.5% | +6.5% | +43.0% | +45.7% |
| YTD | +62.5% | +53.2% | +9.3% | +45.1% |
| 1Y | +76.0% | +82.7% | -6.7% | +50.9% |
| 3Y | +94.2% | +314.3% | -220.1% | +29.1% |
| All | -45.5% | +871.8% | -917.3% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling