+403.3%
ILMN vs AMCR
+106.4%
+296.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | -1.9% | +3.1% | +1.8% |
| 30D | +9.2% | -4.1% | +13.3% | +10.6% |
| 3M | +29.8% | +21.7% | +8.2% | +21.6% |
| 6M | +69.2% | +1.5% | +67.7% | +67.2% |
| YTD | +66.4% | +13.1% | +53.3% | +57.7% |
| 1Y | +123.4% | +16.5% | +106.9% | +109.5% |
| 3Y | +33.2% | +10.3% | +22.9% | +26.2% |
| 5Y | -52.0% | -7.7% | -44.3% | -51.9% |
| 10Y | +33.6% | +24.6% | +9.0% | +19.3% |
| All | +403.3% | +106.4% | +296.9% | +417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling