+37.0%
ILMN vs AU
+624.5%
-587.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -3.2% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +12.3% | +12.8% | -0.5% | +11.1% |
| 3M | +33.5% | +28.5% | +5.1% | +30.3% |
| 6M | +69.4% | +4.8% | +64.5% | +67.7% |
| YTD | +60.9% | +31.0% | +30.0% | +55.5% |
| 1Y | +115.0% | +81.4% | +33.5% | +101.5% |
| 3Y | +37.0% | +618.4% | -581.4% | +2.7% |
| All | +37.0% | +624.5% | -587.5% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling