+24.3%
ILMN vs AME
+445.1%
-420.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +0.5% |
| 7D | -5.4% | +1.7% | -7.1% | -6.4% |
| 30D | +7.0% | -6.4% | +13.5% | +11.4% |
| 3M | +24.2% | +7.1% | +17.1% | +18.4% |
| 6M | +69.9% | +8.2% | +61.8% | +59.9% |
| YTD | +57.4% | +18.2% | +39.2% | +39.6% |
| 1Y | +107.9% | +26.7% | +81.1% | +76.5% |
| 3Y | +37.1% | +60.7% | -23.6% | -1.4% |
| 5Y | -53.7% | +91.6% | -145.3% | -70.3% |
| All | +24.3% | +445.1% | -420.7% | -57.1% |
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