+49.6%
ILMN vs AMC
+111.0%
-61.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -12.5% | +4.3% | -8.1% |
| 7D | -28.3% | 0.0% | -28.3% | -28.1% |
| 30D | -24.0% | +4.4% | -28.4% | -23.7% |
| 3M | +4.1% | +15.4% | -11.3% | +4.6% |
| 6M | +49.6% | +93.7% | -44.1% | +52.8% |
| All | +49.6% | +111.0% | -61.4% | +52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling