+23.4%
ILMN vs AMCR
+16.8%
+6.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -1.7% |
| 7D | -3.9% | -6.3% | +2.4% | -1.2% |
| 30D | +6.9% | -7.1% | +14.0% | +10.3% |
| 3M | +28.1% | +12.7% | +15.4% | +21.3% |
| 6M | +65.0% | +5.2% | +59.8% | +59.9% |
| YTD | +56.3% | +8.1% | +48.2% | +48.1% |
| 1Y | +108.7% | +11.7% | +97.0% | +94.5% |
| 3Y | +33.1% | +9.9% | +23.2% | +23.1% |
| 5Y | -54.1% | -8.7% | -45.5% | -53.8% |
| All | +23.4% | +16.8% | +6.6% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling