-99.9%
AMIX vs ILMN
+51.7%
-151.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.2% | +2.6% | -4.4% |
| 7D | -25.5% | -28.3% | +2.8% | -21.9% |
| 30D | -56.2% | -24.0% | -32.2% | -54.4% |
| 3M | -87.4% | +4.1% | -91.5% | -87.4% |
| 6M | -80.9% | +49.6% | -130.5% | -80.0% |
| YTD | -86.8% | +58.6% | -145.4% | -86.1% |
| 1Y | -91.3% | +69.9% | -161.2% | -90.8% |
| All | -99.9% | +51.7% | -151.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling