+65.2%
AMKR vs ILMN
-44.7%
+109.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | +10.0% | -2.9% | +12.9% | +11.2% |
| 30D | -19.4% | -23.8% | +4.4% | -11.4% |
| 3M | -37.4% | +7.5% | -44.8% | -39.6% |
| 6M | -51.5% | +42.8% | -94.2% | -58.1% |
| YTD | -8.1% | +57.8% | -65.9% | -24.1% |
| 1Y | +13.8% | +72.6% | -58.8% | -8.9% |
| 3Y | +59.4% | +129.3% | -69.9% | +9.5% |
| All | +65.2% | -44.7% | +109.9% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling