+383.3%
ILMN vs AMCR
+100.3%
+283.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +0.7% | -4.5% | +5.2% | +2.2% |
| 30D | -22.7% | +4.9% | -27.6% | -24.2% |
| 3M | +8.6% | -4.6% | +13.2% | +9.9% |
| 6M | +43.8% | +15.2% | +28.7% | +36.4% |
| YTD | +59.8% | +9.7% | +50.0% | +52.3% |
| 1Y | +71.8% | +10.5% | +61.3% | +63.3% |
| 3Y | +119.0% | +13.8% | +105.2% | +104.9% |
| 5Y | -43.8% | -9.1% | -34.7% | -43.6% |
| 10Y | +56.4% | +18.6% | +37.8% | +40.4% |
| All | +383.3% | +100.3% | +283.1% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling