+107.9%
ILMN vs AMCR
+9.4%
+98.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | -5.4% | -6.3% | +0.9% | -4.0% |
| 30D | +7.0% | -7.8% | +14.8% | +8.9% |
| 3M | +24.2% | +7.5% | +16.7% | +22.4% |
| 6M | +69.9% | +2.7% | +67.2% | +68.1% |
| YTD | +57.4% | +6.0% | +51.4% | +50.1% |
| 1Y | +107.9% | +7.8% | +100.1% | +99.8% |
| All | +107.9% | +9.4% | +98.5% | +99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling