-51.4%
ILMN vs AVAV
+39.7%
-91.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.3% |
| 7D | +1.2% | -2.2% | +3.4% | +1.6% |
| 30D | +9.2% | -13.9% | +23.1% | +11.4% |
| 3M | +29.8% | -29.2% | +59.1% | +35.6% |
| 6M | +69.2% | -36.1% | +105.3% | +78.1% |
| YTD | +66.4% | -40.2% | +106.6% | +72.1% |
| 1Y | +123.4% | -36.2% | +159.6% | +124.9% |
| 3Y | +33.2% | +47.5% | -14.4% | -1.7% |
| All | -51.4% | +39.7% | -91.1% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling