+93.9%
ILMN vs AME
+21.1%
+72.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -2.3% |
| 7D | -21.6% | -4.4% | -17.1% | -19.0% |
| 30D | -22.9% | -5.9% | -17.0% | -19.9% |
| 3M | +11.6% | -6.5% | +18.1% | +15.9% |
| 6M | +62.5% | +3.2% | +59.4% | +62.4% |
| YTD | +72.7% | +16.0% | +56.7% | +57.7% |
| 1Y | +93.9% | +20.4% | +73.4% | +72.5% |
| All | +93.9% | +21.1% | +72.8% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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