+110.8%
ILMN vs AU
+73.4%
+37.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.2% |
| 7D | -9.2% | -7.0% | -2.2% | -8.3% |
| 30D | +4.4% | +7.3% | -2.9% | +3.7% |
| 3M | +23.9% | +33.2% | -9.3% | +20.0% |
| 6M | +64.5% | -0.6% | +65.1% | +64.4% |
| YTD | +53.5% | +26.2% | +27.3% | +45.6% |
| 1Y | +110.8% | +68.3% | +42.5% | +77.4% |
| All | +110.8% | +73.4% | +37.4% | +77.4% |
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