+95.5%
AMD vs ILMN
+92.1%
+3.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +2.5% |
| 7D | -15.5% | -21.6% | +6.1% | -9.1% |
| 30D | -22.6% | -22.9% | +0.2% | -16.7% |
| 3M | -5.7% | +11.6% | -17.3% | -7.1% |
| 6M | +43.1% | +62.5% | -19.4% | +29.4% |
| YTD | +128.2% | +72.7% | +55.5% | +99.9% |
| 1Y | +95.5% | +93.9% | +1.6% | +63.5% |
| All | +95.5% | +92.1% | +3.3% | +63.5% |
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