+68.4%
ILMN vs AMDL
+47.6%
+20.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +22.3% | -19.8% | +0.3% |
| 7D | -9.7% | -26.2% | +16.5% | -7.8% |
| 30D | -20.4% | -57.1% | +36.7% | -15.0% |
| 3M | +10.0% | -29.8% | +39.9% | +12.2% |
| 6M | +49.5% | -22.2% | +71.7% | +46.9% |
| YTD | +62.5% | +142.1% | -79.6% | +39.6% |
| 1Y | +76.0% | +85.8% | -9.9% | +54.1% |
| All | +68.4% | +47.6% | +20.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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