+59.8%
ILMN vs AMC
-98.7%
+158.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +2.4% |
| 7D | -9.7% | +2.6% | -12.3% | -9.8% |
| 30D | -20.4% | +9.0% | -29.4% | -20.7% |
| 3M | +10.0% | +22.2% | -12.2% | +9.0% |
| 6M | +49.5% | +91.5% | -42.0% | +44.0% |
| YTD | +62.5% | +101.3% | -38.8% | +55.6% |
| 1Y | +76.0% | +20.8% | +55.2% | +72.1% |
| 3Y | +94.2% | -71.3% | +165.5% | +96.5% |
| 5Y | -46.3% | -99.2% | +52.9% | -41.4% |
| All | +59.8% | -98.7% | +158.5% | +59.3% |
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