+105.5%
AMKR vs ILMN
+1,401.8%
-1,296.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.2% |
| 7D | 0.0% | +1.2% | -1.3% | -0.4% |
| 30D | -11.1% | +9.2% | -20.3% | -13.5% |
| 3M | -35.2% | +29.8% | -65.0% | -40.1% |
| 6M | +4.9% | +69.2% | -64.3% | -10.0% |
| YTD | +21.6% | +66.4% | -44.8% | +4.3% |
| 1Y | +98.0% | +123.4% | -25.4% | +55.2% |
| 3Y | +77.8% | +33.2% | +44.7% | +56.7% |
| 5Y | +79.9% | -52.0% | +131.8% | +100.3% |
| 10Y | +456.9% | +33.6% | +423.3% | +369.5% |
| All | +105.5% | +1,401.8% | -1,296.3% | -31.1% |
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