+93.9%
ILMN vs AVAV
-68.0%
+161.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.3% | +3.4% | -4.3% |
| 7D | -21.6% | -10.1% | -11.5% | -20.8% |
| 30D | -22.9% | -18.7% | -4.1% | -21.8% |
| 3M | +11.6% | -33.0% | +44.6% | +13.8% |
| 6M | +62.5% | -37.2% | +99.7% | +66.1% |
| YTD | +72.7% | -53.2% | +125.9% | +66.8% |
| 1Y | +93.9% | -69.0% | +162.8% | +96.1% |
| All | +93.9% | -68.0% | +161.9% | +96.1% |
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