+554.0%
AMT vs ILMN
+1,331.5%
-777.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.2% | +7.7% | +0.9% |
| 7D | +4.4% | -28.3% | +32.7% | +9.7% |
| 30D | +17.7% | -24.0% | +41.7% | +22.4% |
| 3M | +16.7% | +4.1% | +12.6% | +14.4% |
| 6M | +11.1% | +49.6% | -38.4% | +1.9% |
| YTD | +13.9% | +58.6% | -44.7% | +2.7% |
| 1Y | +12.5% | +69.9% | -57.4% | +0.1% |
| 3Y | +13.2% | +82.9% | -69.7% | -4.4% |
| 5Y | -17.9% | -47.6% | +29.7% | -15.9% |
| 10Y | +122.8% | +58.8% | +64.0% | +80.0% |
| All | +554.0% | +1,331.5% | -777.5% | +106.3% |
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