+24.3%
ILMN vs AU
+699.0%
-674.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -5.4% | -4.3% | -1.1% | -5.0% |
| 30D | +7.0% | +7.3% | -0.3% | +6.3% |
| 3M | +24.2% | +26.3% | -2.1% | +21.1% |
| 6M | +69.9% | +1.8% | +68.2% | +68.4% |
| YTD | +57.4% | +26.8% | +30.6% | +52.0% |
| 1Y | +107.9% | +66.7% | +41.2% | +94.9% |
| 3Y | +37.1% | +579.1% | -541.9% | +8.2% |
| 5Y | -53.7% | +689.3% | -743.0% | -64.2% |
| All | +24.3% | +699.0% | -674.6% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling