+1,018.6%
ILMN vs AME
+9,481.4%
-8,462.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | -0.1% | +0.9% |
| 7D | -9.7% | -5.2% | -4.5% | -6.6% |
| 30D | -20.4% | -8.0% | -12.4% | -15.7% |
| 3M | +10.0% | -8.9% | +18.9% | +16.9% |
| 6M | +49.5% | -5.0% | +54.5% | +54.2% |
| YTD | +62.5% | +11.9% | +50.6% | +51.3% |
| 1Y | +76.0% | +16.6% | +59.3% | +59.8% |
| 3Y | +94.2% | +62.5% | +31.7% | +43.4% |
| 5Y | -46.3% | +67.6% | -113.9% | -60.9% |
| 10Y | +62.7% | +450.4% | -387.6% | -43.3% |
| All | +1,018.6% | +9,481.4% | -8,462.8% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling