+115.0%
ILMN vs AME
+27.5%
+87.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +1.9% | +2.8% | -0.9% | +0.5% |
| 30D | +12.3% | -6.3% | +18.6% | +15.7% |
| 3M | +33.5% | +5.4% | +28.2% | +28.5% |
| 6M | +69.4% | +7.4% | +61.9% | +59.3% |
| YTD | +60.9% | +16.2% | +44.8% | +38.7% |
| 1Y | +115.0% | +26.8% | +88.2% | +75.9% |
| All | +115.0% | +27.5% | +87.5% | +75.9% |
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