+132.9%
ILMN vs AMRZ
-17.3%
+150.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -2.5% |
| 7D | +1.9% | -2.0% | +3.9% | +2.3% |
| 30D | +12.3% | -9.8% | +22.1% | +14.3% |
| 3M | +33.5% | -17.2% | +50.8% | +37.7% |
| 6M | +69.4% | -26.9% | +96.3% | +78.0% |
| YTD | +60.9% | -21.5% | +82.4% | +67.3% |
| 1Y | +115.0% | -22.9% | +137.9% | +122.3% |
| All | +132.9% | -17.3% | +150.2% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling