+126.2%
ILMN vs AMRZ
-19.2%
+145.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -2.4% |
| 7D | -3.9% | -4.7% | +0.8% | -3.0% |
| 30D | +6.9% | -11.3% | +18.2% | +9.2% |
| 3M | +28.1% | -22.1% | +50.2% | +33.5% |
| 6M | +65.0% | -29.6% | +94.5% | +74.6% |
| YTD | +56.3% | -23.3% | +79.6% | +63.3% |
| 1Y | +108.7% | -23.7% | +132.4% | +116.4% |
| All | +126.2% | -19.2% | +145.5% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling