+58.0%
ILMN vs AME
+442.0%
-384.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | +0.7% | +8.1% | -7.3% | -4.1% |
| 30D | -22.7% | -3.8% | -19.0% | -20.2% |
| 3M | +8.6% | -6.6% | +15.3% | +14.0% |
| 6M | +43.8% | +4.6% | +39.3% | +40.0% |
| YTD | +59.8% | +17.9% | +41.8% | +43.1% |
| 1Y | +71.8% | +23.2% | +48.6% | +49.7% |
| 3Y | +119.0% | +62.9% | +56.1% | +58.3% |
| 5Y | -43.8% | +77.5% | -121.3% | -61.8% |
| All | +58.0% | +442.0% | -384.1% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling