+1,245.3%
AMD vs ILMN
+1,401.8%
-156.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.2% | +5.1% |
| 7D | +2.6% | +1.2% | +1.4% | +2.2% |
| 30D | -0.9% | +9.2% | -10.1% | -3.6% |
| 3M | -8.7% | +29.8% | -38.6% | -15.2% |
| 6M | +136.3% | +69.2% | +67.1% | +104.5% |
| YTD | +123.0% | +66.4% | +56.6% | +92.5% |
| 1Y | +195.2% | +123.4% | +71.8% | +132.2% |
| 3Y | +336.3% | +33.2% | +303.2% | +281.9% |
| 5Y | +334.5% | -52.0% | +386.4% | +384.4% |
| 10Y | +6,259.1% | +33.6% | +6,225.5% | +5,348.7% |
| All | +1,245.3% | +1,401.8% | -156.5% | +355.4% |
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