+59.7%
AMKR vs ILMN
+1,342.1%
-1,282.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.1% |
| 7D | +21.7% | +0.7% | +21.0% | +21.6% |
| 30D | -22.0% | -22.7% | +0.7% | -16.3% |
| 3M | -33.1% | +8.6% | -41.7% | -35.1% |
| 6M | -49.3% | +43.8% | -93.1% | -54.8% |
| YTD | -5.5% | +59.8% | -65.3% | -18.5% |
| 1Y | +8.4% | +71.8% | -63.4% | -8.2% |
| 3Y | +62.7% | +119.0% | -56.3% | +25.6% |
| 5Y | +70.5% | -43.8% | +114.3% | +81.4% |
| 10Y | +248.1% | +56.4% | +191.6% | +184.1% |
| All | +59.7% | +1,342.1% | -1,282.4% | -46.1% |
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