+6,351.7%
AMD vs ILMN
+60.6%
+6,291.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.6% | +10.0% |
| 7D | -11.0% | -9.7% | -1.4% | -6.6% |
| 30D | -30.5% | -20.4% | -10.1% | -23.2% |
| 3M | -8.2% | +10.0% | -18.2% | -12.7% |
| 6M | +6.6% | +49.5% | -42.9% | -11.1% |
| YTD | +109.7% | +62.5% | +47.2% | +66.2% |
| 1Y | +88.9% | +76.0% | +12.9% | +44.5% |
| 3Y | +301.8% | +94.2% | +207.7% | +167.8% |
| 5Y | +229.4% | -46.3% | +275.7% | +292.8% |
| All | +6,351.7% | +60.6% | +6,291.2% | +5,328.8% |
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