+104.4%
ILMN vs AMC
-97.8%
+202.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -12.5% | +4.3% | -7.6% |
| 7D | -28.3% | 0.0% | -28.3% | -28.3% |
| 30D | -24.0% | +4.4% | -28.4% | -24.1% |
| 3M | +4.1% | +15.4% | -11.3% | +3.2% |
| 6M | +49.6% | +93.7% | -44.1% | +43.4% |
| YTD | +58.6% | +97.4% | -38.9% | +51.3% |
| 1Y | +69.9% | +23.2% | +46.7% | +65.6% |
| 3Y | +82.9% | -71.3% | +154.1% | +85.4% |
| 5Y | -47.6% | -99.3% | +51.7% | -41.9% |
| 10Y | +58.8% | -98.7% | +157.6% | +77.0% |
| All | +104.4% | -97.8% | +202.1% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling