+93.9%
ILMN vs AU
+42.5%
+51.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.0% | -12.9% | -6.2% |
| 7D | -21.6% | +0.8% | -22.3% | -21.6% |
| 30D | -22.9% | -7.0% | -15.9% | -22.0% |
| 3M | +11.6% | +8.5% | +3.0% | +11.7% |
| 6M | +62.5% | -1.3% | +63.8% | +63.4% |
| YTD | +72.7% | +6.8% | +66.0% | +67.5% |
| 1Y | +93.9% | +44.6% | +49.2% | +79.3% |
| All | +93.9% | +42.5% | +51.4% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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