-53.1%
ILMN vs AMP
+122.1%
-175.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +1.9% | +2.6% | -0.7% | +0.7% |
| 30D | +12.3% | +0.8% | +11.4% | +11.8% |
| 3M | +33.5% | +24.3% | +9.3% | +20.0% |
| 6M | +69.4% | +20.6% | +48.8% | +54.0% |
| YTD | +60.9% | +14.6% | +46.3% | +48.4% |
| 1Y | +115.0% | +14.5% | +100.4% | +97.3% |
| 3Y | +37.0% | +67.9% | -30.9% | -2.2% |
| 5Y | -53.1% | +122.5% | -175.6% | -72.2% |
| All | -53.1% | +122.1% | -175.2% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling