-43.8%
ILMN vs AMC
-99.2%
+55.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.4% |
| 7D | +0.7% | +8.4% | -7.7% | -0.1% |
| 30D | -22.7% | +9.2% | -31.9% | -23.5% |
| 3M | +8.6% | +32.0% | -23.4% | +5.4% |
| 6M | +43.8% | +149.3% | -105.4% | +27.7% |
| YTD | +59.8% | +114.1% | -54.3% | +42.7% |
| 1Y | +71.8% | +35.8% | +36.0% | +61.0% |
| 3Y | +119.0% | -58.3% | +177.3% | +120.6% |
| 5Y | -43.8% | -99.2% | +55.3% | -23.3% |
| All | -43.8% | -99.2% | +55.3% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling