+93.9%
ILMN vs AMRZ
-11.5%
+105.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.2% | -10.1% | -5.4% |
| 7D | -21.6% | +10.3% | -31.8% | -22.6% |
| 30D | -22.9% | +18.7% | -41.5% | -24.8% |
| 3M | +11.6% | -14.6% | +26.2% | +15.0% |
| 6M | +62.5% | -12.9% | +75.4% | +67.1% |
| YTD | +72.7% | -17.4% | +90.1% | +79.4% |
| 1Y | +93.9% | -12.3% | +106.2% | +96.7% |
| All | +93.9% | -11.5% | +105.4% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling