+43.3%
AMAT vs ILMN
+74.0%
-30.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +3.5% |
| 7D | -14.7% | -9.7% | -5.0% | -12.1% |
| 30D | -36.1% | -20.4% | -15.7% | -31.9% |
| 3M | -36.9% | +10.0% | -46.9% | -36.8% |
| 6M | -22.2% | +49.5% | -71.7% | -25.9% |
| YTD | +29.9% | +62.5% | -32.6% | +18.0% |
| 1Y | +43.3% | +76.0% | -32.7% | +27.5% |
| All | +43.3% | +74.0% | -30.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling