+59.7%
ILMN vs AME
+438.4%
-378.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -9.8% | -4.1% | -5.6% | -7.2% |
| 30D | -22.7% | -4.1% | -18.6% | -20.0% |
| 3M | +12.1% | -5.6% | +17.7% | +16.8% |
| 6M | +51.5% | +2.8% | +48.6% | +49.0% |
| YTD | +63.9% | +16.6% | +47.3% | +47.9% |
| 1Y | +76.6% | +21.1% | +55.5% | +55.6% |
| 3Y | +124.6% | +61.1% | +63.5% | +63.6% |
| 5Y | -42.7% | +76.6% | -119.3% | -60.8% |
| 10Y | +59.7% | +431.3% | -371.7% | -33.2% |
| All | +59.7% | +438.4% | -378.7% | -33.2% |
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