+140.8%
ILMN vs AMRZ
-13.6%
+154.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +1.2% | -1.9% | +3.1% | +1.6% |
| 30D | +9.2% | -16.9% | +26.1% | +12.5% |
| 3M | +29.8% | -19.2% | +49.0% | +34.3% |
| 6M | +69.2% | -29.3% | +98.5% | +78.7% |
| YTD | +66.4% | -18.0% | +84.3% | +71.6% |
| 1Y | +123.4% | -15.1% | +138.5% | +127.0% |
| All | +140.8% | -13.6% | +154.4% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling