-97.7%
AMC vs IONS
+2.9%
-100.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.4% | -9.1% | -12.0% |
| 7D | 0.0% | -12.6% | +12.6% | +2.0% |
| 30D | +4.4% | -11.8% | +16.2% | +6.3% |
| 3M | +15.4% | -28.4% | +43.8% | +21.0% |
| 6M | +93.7% | -48.4% | +142.1% | +111.2% |
| YTD | +97.4% | -51.0% | +148.4% | +116.7% |
| 1Y | +23.2% | -48.0% | +71.2% | +33.9% |
| 3Y | -71.3% | -17.8% | -53.5% | -71.6% |
| 5Y | -99.3% | +15.2% | -114.4% | -99.3% |
| 10Y | -98.7% | +43.0% | -141.7% | -98.9% |
| All | -97.7% | +2.9% | -100.7% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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