-53.1%
ILMN vs AMCR
-9.8%
-43.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.4% |
| 7D | +1.9% | -1.8% | +3.7% | +2.8% |
| 30D | +12.3% | -6.0% | +18.3% | +15.8% |
| 3M | +33.5% | +18.9% | +14.6% | +21.5% |
| 6M | +69.4% | +5.7% | +63.7% | +62.9% |
| YTD | +60.9% | +11.1% | +49.8% | +47.7% |
| 1Y | +115.0% | +12.7% | +102.3% | +95.0% |
| 3Y | +37.0% | +9.6% | +27.4% | +20.7% |
| 5Y | -53.1% | -10.3% | -42.8% | -52.4% |
| All | -53.1% | -9.8% | -43.3% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling