+59.0%
ILMN vs AVAV
+360.4%
-301.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | -6.0% | +9.9% | -15.9% | -7.8% |
| 30D | -23.0% | -5.4% | -17.6% | -22.2% |
| 3M | +10.4% | -36.5% | +47.0% | +19.6% |
| 6M | +49.4% | -25.3% | +74.7% | +53.9% |
| YTD | +62.3% | -48.6% | +110.9% | +74.0% |
| 1Y | +73.7% | -62.1% | +135.8% | +97.8% |
| 3Y | +122.5% | +2.3% | +120.2% | +87.6% |
| 5Y | -43.2% | +35.4% | -78.5% | -57.1% |
| 10Y | +59.0% | +345.1% | -286.1% | -5.6% |
| All | +59.0% | +360.4% | -301.4% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling