+486.5%
AMT vs ILMN
+1,401.8%
-915.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -0.2% | +1.2% | -1.4% | -0.4% |
| 30D | +4.6% | +9.2% | -4.6% | +2.9% |
| 3M | -8.4% | +29.8% | -38.3% | -12.9% |
| 6M | -6.0% | +69.2% | -75.2% | -15.0% |
| YTD | +2.1% | +66.4% | -64.3% | -7.7% |
| 1Y | -6.4% | +123.4% | -129.8% | -20.4% |
| 3Y | +8.1% | +33.2% | -25.1% | -2.4% |
| 5Y | -31.9% | -52.0% | +20.0% | -28.5% |
| 10Y | +97.1% | +33.6% | +63.5% | +64.6% |
| All | +486.5% | +1,401.8% | -915.3% | +85.6% |
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