+1,039.2%
AMD vs ILMN
+1,331.5%
-292.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.2% | -9.1% | -15.1% |
| 7D | -28.6% | -28.3% | -0.3% | -21.8% |
| 30D | -37.7% | -24.0% | -13.8% | -32.8% |
| 3M | -16.1% | +4.1% | -20.2% | -17.4% |
| 6M | +13.8% | +49.6% | -35.7% | +1.9% |
| YTD | +88.8% | +58.6% | +30.2% | +64.9% |
| 1Y | +57.8% | +69.9% | -12.1% | +35.2% |
| 3Y | +260.3% | +82.9% | +177.4% | +190.7% |
| 5Y | +196.6% | -47.6% | +244.2% | +223.6% |
| 10Y | +6,064.6% | +58.8% | +6,005.8% | +5,029.9% |
| All | +1,039.2% | +1,331.5% | -292.3% | +290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling