-22.1%
AMAT vs ILMN
+49.0%
-71.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.4% | -10.6% |
| 7D | -24.3% | -28.3% | +4.0% | -16.1% |
| 30D | -39.8% | -24.0% | -15.8% | -34.1% |
| 3M | -40.2% | +4.1% | -44.2% | -38.7% |
| 6M | -22.1% | +49.6% | -71.7% | -24.1% |
| All | -22.1% | +49.0% | -71.1% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling