-41.0%
ILMN vs AUR
-36.6%
-4.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.2% | +8.7% | -7.5% | -0.1% |
| 30D | +9.2% | -5.2% | +14.4% | +9.7% |
| 3M | +29.8% | -7.3% | +37.2% | +30.3% |
| 6M | +69.2% | +41.2% | +28.0% | +57.8% |
| YTD | +66.4% | +65.1% | +1.3% | +50.5% |
| 1Y | +123.4% | +13.4% | +110.0% | +113.1% |
| 3Y | +33.2% | +98.1% | -65.0% | +0.4% |
| 5Y | -52.0% | -36.0% | -15.9% | -62.1% |
| All | -41.0% | -36.6% | -4.4% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling