+70.5%
ILMN vs AME
+465.0%
-394.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +0.9% |
| 7D | -2.6% | -1.5% | -1.0% | -1.4% |
| 30D | -20.6% | -4.2% | -16.5% | -17.8% |
| 3M | +17.5% | -5.9% | +23.4% | +22.7% |
| 6M | +55.6% | +2.8% | +52.8% | +53.1% |
| YTD | +68.3% | +16.6% | +51.8% | +51.9% |
| 1Y | +81.1% | +22.1% | +59.0% | +58.7% |
| 3Y | +112.2% | +64.7% | +47.5% | +52.1% |
| 5Y | -42.6% | +76.6% | -119.2% | -60.8% |
| 10Y | +70.5% | +443.9% | -373.4% | -30.1% |
| All | +70.5% | +465.0% | -394.5% | -30.1% |
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