-54.1%
ILMN vs AU
+688.4%
-742.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -3.9% | +0.6% | -4.5% | -4.0% |
| 30D | +6.9% | +12.3% | -5.4% | +5.1% |
| 3M | +28.1% | +29.4% | -1.3% | +22.7% |
| 6M | +65.0% | +3.2% | +61.7% | +62.4% |
| YTD | +56.3% | +31.8% | +24.5% | +46.7% |
| 1Y | +108.7% | +83.4% | +25.3% | +84.2% |
| 3Y | +33.1% | +623.1% | -590.0% | -17.5% |
| 5Y | -54.1% | +700.5% | -754.6% | -72.5% |
| All | -54.1% | +688.4% | -742.5% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling