+123.4%
ILMN vs AVAV
-39.1%
+162.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.5% |
| 7D | +1.2% | -2.2% | +3.4% | +1.3% |
| 30D | +9.2% | -13.9% | +23.1% | +9.7% |
| 3M | +29.8% | -29.2% | +59.1% | +32.0% |
| 6M | +69.2% | -36.1% | +105.3% | +71.2% |
| YTD | +66.4% | -40.2% | +106.6% | +61.5% |
| 1Y | +123.4% | -36.2% | +159.6% | +100.7% |
| All | +123.4% | -39.1% | +162.5% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling