-91.6%
AMIX vs ILMN
+74.0%
-165.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.4% |
| 7D | -16.0% | -9.7% | -6.3% | -11.1% |
| 30D | -55.4% | -20.4% | -35.0% | -49.7% |
| 3M | -87.5% | +10.0% | -97.5% | -89.0% |
| 6M | -81.2% | +49.5% | -130.7% | -82.8% |
| YTD | -86.8% | +62.5% | -149.3% | -88.5% |
| 1Y | -91.6% | +76.0% | -167.6% | -92.0% |
| All | -91.6% | +74.0% | -165.6% | -92.0% |
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