+994.8%
ILMN vs AVAV
+478.6%
+516.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.2% |
| 7D | +1.2% | -2.2% | +3.4% | +1.7% |
| 30D | +9.2% | -13.9% | +23.1% | +12.0% |
| 3M | +29.8% | -29.2% | +59.1% | +36.8% |
| 6M | +69.2% | -36.1% | +105.3% | +80.0% |
| YTD | +66.4% | -40.2% | +106.6% | +74.5% |
| 1Y | +123.4% | -36.2% | +159.6% | +128.0% |
| 3Y | +33.2% | +47.5% | -14.4% | +3.9% |
| 5Y | -52.0% | +39.3% | -91.2% | -63.4% |
| 10Y | +33.6% | +482.6% | -449.0% | -33.3% |
| All | +994.8% | +478.6% | +516.2% | +367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling