+43.8%
ILMN vs AU
-14.0%
+57.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -0.4% |
| 7D | +0.7% | -1.1% | +1.8% | +1.1% |
| 30D | -22.7% | -4.4% | -18.3% | -21.8% |
| 3M | +8.6% | -10.0% | +18.6% | +12.1% |
| 6M | +43.8% | -14.5% | +58.3% | +49.6% |
| All | +43.8% | -14.0% | +57.8% | +49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling