+89.5%
ILMN vs AVAV
-14.7%
+104.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.8% | +1.7% | -7.2% |
| 7D | -28.3% | -24.3% | -4.0% | -26.2% |
| 30D | -24.0% | -28.9% | +4.9% | -21.4% |
| 3M | +4.1% | -39.3% | +43.3% | +8.6% |
| 6M | +49.6% | -38.8% | +88.3% | +55.0% |
| YTD | +58.6% | -57.8% | +116.4% | +65.8% |
| 1Y | +69.9% | -70.9% | +140.8% | +85.0% |
| All | +89.5% | -14.7% | +104.2% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling