-45.6%
ILMN vs AUR
-36.7%
-8.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | -9.2% | +0.2% | -9.4% | -9.2% |
| 30D | +4.4% | -8.9% | +13.3% | +5.6% |
| 3M | +23.9% | +4.6% | +19.3% | +22.1% |
| 6M | +64.5% | +44.9% | +19.7% | +52.8% |
| YTD | +53.5% | +64.8% | -11.4% | +38.8% |
| 1Y | +110.8% | +16.4% | +94.4% | +100.2% |
| 3Y | +30.7% | +85.1% | -54.4% | 0.0% |
| 5Y | -54.8% | -36.1% | -18.7% | -64.4% |
| All | -45.6% | -36.7% | -8.9% | -56.4% |
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