+3,257.2%
ILMN vs AMP
+1,970.1%
+1,287.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.0% | -1.1% | -4.9% | -5.6% |
| 30D | -23.0% | +4.4% | -27.4% | -24.3% |
| 3M | +10.4% | -7.3% | +17.7% | +13.1% |
| 6M | +49.4% | +12.9% | +36.5% | +41.7% |
| YTD | +62.3% | +7.5% | +54.9% | +55.7% |
| 1Y | +73.7% | +13.3% | +60.3% | +63.3% |
| 3Y | +122.5% | +60.8% | +61.7% | +81.2% |
| 5Y | -43.2% | +82.7% | -125.9% | -56.2% |
| 10Y | +59.0% | +468.7% | -409.7% | -25.1% |
| All | +3,257.2% | +1,970.1% | +1,287.1% | +831.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling