+59.0%
ILMN vs AMC
-98.7%
+157.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.9% |
| 7D | -6.0% | -2.8% | -3.2% | -5.9% |
| 30D | -23.0% | +14.0% | -37.0% | -23.5% |
| 3M | +10.4% | +42.5% | -32.1% | +8.7% |
| 6M | +49.4% | +142.6% | -93.1% | +42.5% |
| YTD | +62.3% | +119.2% | -56.9% | +54.9% |
| 1Y | +73.7% | +40.7% | +32.9% | +68.8% |
| 3Y | +122.5% | -57.3% | +179.8% | +121.8% |
| 5Y | -43.2% | -99.1% | +56.0% | -38.2% |
| 10Y | +59.0% | -98.7% | +157.7% | +61.7% |
| All | +59.0% | -98.7% | +157.6% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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