-44.1%
ILMN vs AUR
-57.9%
+13.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | -2.9% | -4.5% | +1.7% | -2.2% |
| 30D | -23.8% | -16.6% | -7.2% | -21.9% |
| 3M | +7.5% | -38.5% | +45.9% | +14.6% |
| 6M | +42.8% | -49.9% | +92.6% | +55.8% |
| YTD | +57.8% | +9.6% | +48.2% | +50.9% |
| 1Y | +72.6% | +1.2% | +71.4% | +66.6% |
| 3Y | +129.3% | +128.8% | +0.5% | +67.5% |
| 5Y | -44.5% | -57.9% | +13.4% | -54.6% |
| All | -44.1% | -57.9% | +13.8% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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