-47.6%
ILMN vs AVAV
+7.1%
-54.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.8% | +1.7% | -6.5% |
| 7D | -28.3% | -24.3% | -4.0% | -24.7% |
| 30D | -24.0% | -28.9% | +4.9% | -19.4% |
| 3M | +4.1% | -39.3% | +43.3% | +12.6% |
| 6M | +49.6% | -38.8% | +88.3% | +59.0% |
| YTD | +58.6% | -57.8% | +116.4% | +73.9% |
| 1Y | +69.9% | -70.9% | +140.8% | +100.5% |
| 3Y | +82.9% | -14.8% | +97.7% | +52.7% |
| 5Y | -47.6% | +7.3% | -54.9% | -61.6% |
| All | -47.6% | +7.1% | -54.7% | -61.6% |
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 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