+59.8%
ILMN vs AVAV
+361.4%
-301.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.5% | -8.0% | +0.5% |
| 7D | -9.7% | -10.6% | +0.9% | -7.8% |
| 30D | -20.4% | -18.8% | -1.6% | -17.2% |
| 3M | +10.0% | -34.1% | +44.1% | +18.3% |
| 6M | +49.5% | -35.3% | +84.8% | +58.4% |
| YTD | +62.5% | -53.4% | +115.9% | +77.5% |
| 1Y | +76.0% | -65.6% | +141.6% | +104.1% |
| 3Y | +94.2% | -5.1% | +99.2% | +66.2% |
| 5Y | -46.3% | +18.5% | -64.8% | -58.2% |
| All | +59.8% | +361.4% | -301.5% | +4.7% |
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 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