-51.4%
ILMN vs AMC
-99.4%
+48.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.0% |
| 7D | +1.2% | +2.3% | -1.1% | +1.0% |
| 30D | +9.2% | -0.7% | +9.9% | +9.2% |
| 3M | +29.8% | +35.2% | -5.4% | +23.8% |
| 6M | +69.2% | +124.6% | -55.4% | +51.1% |
| YTD | +66.4% | +69.9% | -3.5% | +52.4% |
| 1Y | +123.4% | -2.6% | +126.0% | +116.6% |
| 3Y | +33.2% | -79.8% | +112.9% | +42.7% |
| All | -51.4% | -99.4% | +48.0% | -32.6% |
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