+21.2%
ILMN vs AMCR
+16.5%
+4.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -9.2% | -5.0% | -4.2% | -7.2% |
| 30D | +4.4% | -8.0% | +12.4% | +8.1% |
| 3M | +23.9% | +14.3% | +9.6% | +16.7% |
| 6M | +64.5% | +5.3% | +59.2% | +59.4% |
| YTD | +53.5% | +7.7% | +45.7% | +45.5% |
| 1Y | +110.8% | +10.8% | +99.9% | +97.2% |
| 3Y | +30.7% | +9.6% | +21.1% | +21.0% |
| 5Y | -54.8% | -10.2% | -44.7% | -54.2% |
| All | +21.2% | +16.5% | +4.7% | +3.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling