+112.7%
AMT vs ILMN
+60.6%
+52.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.1% | -3.0% |
| 7D | +0.5% | -9.7% | +10.2% | +1.9% |
| 30D | +13.6% | -20.4% | +34.0% | +16.8% |
| 3M | +11.5% | +10.0% | +1.4% | +8.2% |
| 6M | +6.9% | +49.5% | -42.5% | -1.8% |
| YTD | +10.8% | +62.5% | -51.7% | -0.3% |
| 1Y | +10.3% | +76.0% | -65.7% | -2.2% |
| 3Y | +12.4% | +94.2% | -81.8% | -6.2% |
| 5Y | -20.1% | -46.3% | +26.2% | -15.4% |
| All | +112.7% | +60.6% | +52.1% | +91.9% |
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