+3,340.6%
ILMN vs AMP
+2,123.7%
+1,216.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +9.2% | -0.1% | +9.3% | +9.2% |
| 3M | +29.8% | +23.6% | +6.3% | +19.7% |
| 6M | +69.2% | +20.4% | +48.8% | +57.2% |
| YTD | +66.4% | +15.4% | +50.9% | +56.0% |
| 1Y | +123.4% | +11.0% | +112.4% | +111.8% |
| 3Y | +33.2% | +70.5% | -37.3% | +6.5% |
| 5Y | -52.0% | +121.4% | -173.3% | -65.4% |
| 10Y | +33.6% | +575.6% | -542.0% | -40.9% |
| All | +3,340.6% | +2,123.7% | +1,216.9% | +833.0% |
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