-99.8%
AMIX vs ILMN
+59.1%
-158.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.7% |
| 7D | -13.7% | +1.2% | -14.9% | -13.8% |
| 30D | -62.1% | +9.2% | -71.2% | -62.4% |
| 3M | -46.2% | +29.8% | -76.0% | -45.5% |
| 6M | -46.4% | +69.2% | -115.6% | -44.2% |
| YTD | -60.3% | +66.4% | -126.6% | -58.7% |
| 1Y | -79.7% | +123.4% | -203.1% | -77.9% |
| All | -99.8% | +59.1% | -158.9% | -99.8% |
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 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