+142.4%
AMT vs ILMN
+54.3%
+88.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +1.5% | -2.9% | +4.4% | +1.9% |
| 30D | +6.8% | -23.8% | +30.6% | +10.5% |
| 3M | +11.2% | +7.5% | +3.7% | +8.4% |
| 6M | +12.5% | +42.8% | -30.3% | +4.1% |
| YTD | +12.5% | +57.8% | -45.3% | +1.7% |
| 1Y | +10.1% | +72.6% | -62.5% | -2.1% |
| 3Y | +16.0% | +129.3% | -113.3% | -6.7% |
| 5Y | -17.2% | -44.5% | +27.3% | -13.1% |
| All | +142.4% | +54.3% | +88.2% | +124.2% |
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 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