+40.7%
ILMN vs AME
+50.7%
-10.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.4% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +9.2% | -6.7% | +15.9% | +13.3% |
| 3M | +29.8% | +4.1% | +25.8% | +26.0% |
| 6M | +69.2% | +1.6% | +67.6% | +65.8% |
| YTD | +66.4% | +16.1% | +50.2% | +49.0% |
| 1Y | +123.4% | +27.3% | +96.1% | +89.2% |
| All | +40.7% | +50.7% | -10.0% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling