+233.1%
AMKR vs ILMN
+64.4%
+168.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.1% | -0.4% |
| 7D | -8.4% | -9.8% | +1.4% | -4.0% |
| 30D | -29.8% | -22.7% | -7.1% | -22.1% |
| 3M | -34.7% | +12.1% | -46.7% | -38.6% |
| 6M | -54.9% | +51.5% | -106.3% | -63.1% |
| YTD | -12.3% | +63.9% | -76.1% | -31.2% |
| 1Y | -1.4% | +76.6% | -78.0% | -25.0% |
| 3Y | +51.1% | +124.6% | -73.5% | -2.7% |
| 5Y | +62.6% | -42.7% | +105.3% | +81.1% |
| 10Y | +233.1% | +59.7% | +173.4% | +151.0% |
| All | +233.1% | +64.4% | +168.7% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling