+59.0%
ILMN vs AMP
+476.7%
-417.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.0% | -1.1% | -4.9% | -5.5% |
| 30D | -23.0% | +4.4% | -27.4% | -24.4% |
| 3M | +10.4% | -7.3% | +17.7% | +13.3% |
| 6M | +49.4% | +12.9% | +36.5% | +41.0% |
| YTD | +62.3% | +7.5% | +54.9% | +55.1% |
| 1Y | +73.7% | +13.3% | +60.3% | +62.2% |
| 3Y | +122.5% | +60.8% | +61.7% | +76.4% |
| 5Y | -43.2% | +82.7% | -125.9% | -57.9% |
| 10Y | +59.0% | +468.7% | -409.7% | -22.9% |
| All | +59.0% | +476.7% | -417.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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