+6,406.4%
AMD vs ILMN
+33.5%
+6,372.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.2% | +5.3% |
| 7D | +2.6% | +1.2% | +1.4% | +2.0% |
| 30D | -0.9% | +9.2% | -10.1% | -5.1% |
| 3M | -8.7% | +29.8% | -38.6% | -18.7% |
| 6M | +136.3% | +69.2% | +67.1% | +88.1% |
| YTD | +123.0% | +66.4% | +56.6% | +76.6% |
| 1Y | +195.2% | +123.4% | +71.8% | +100.5% |
| 3Y | +336.3% | +33.2% | +303.2% | +251.1% |
| 5Y | +334.5% | -52.0% | +386.4% | +441.7% |
| All | +6,406.4% | +33.5% | +6,372.9% | +5,141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling