+123.4%
ILMN vs AU
+100.5%
+22.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.2% |
| 7D | +1.2% | -3.6% | +4.9% | +1.7% |
| 30D | +9.2% | +23.9% | -14.7% | +6.8% |
| 3M | +29.8% | +19.1% | +10.8% | +27.3% |
| 6M | +69.2% | -0.2% | +69.4% | +68.9% |
| YTD | +66.4% | +32.5% | +33.9% | +57.7% |
| 1Y | +123.4% | +96.9% | +26.5% | +90.9% |
| All | +123.4% | +100.5% | +22.9% | +90.9% |
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