-6.4%
AMT vs ILMN
+127.6%
-134.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | +4.6% | +9.2% | -4.6% | +4.6% |
| 3M | -8.4% | +29.8% | -38.3% | -8.7% |
| 6M | -6.0% | +69.2% | -75.2% | -7.1% |
| YTD | +2.1% | +66.4% | -64.3% | +0.9% |
| 1Y | -6.4% | +123.4% | -129.8% | -8.2% |
| All | -6.4% | +127.6% | -134.0% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling