+7.7%
AMT vs ILMN
+70.7%
-62.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.3% |
| 7D | -2.2% | +0.7% | -2.9% | -2.1% |
| 30D | +5.8% | -22.7% | +28.5% | +5.2% |
| 3M | +12.6% | +8.6% | +3.9% | +11.9% |
| 6M | +8.3% | +43.8% | -35.5% | +6.7% |
| YTD | +11.4% | +59.8% | -48.4% | +8.5% |
| 1Y | +7.7% | +71.8% | -64.1% | +4.2% |
| All | +7.7% | +70.7% | -62.9% | +4.2% |
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