+69.5%
AME vs IONS
+17.1%
+52.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.4% |
| 7D | -5.2% | -9.4% | +4.3% | -4.3% |
| 30D | -8.0% | -10.7% | +2.7% | -7.1% |
| 3M | -8.9% | -27.7% | +18.8% | -6.4% |
| 6M | -5.0% | -48.7% | +43.7% | +0.1% |
| YTD | +11.9% | -50.2% | +62.1% | +18.1% |
| 1Y | +16.6% | -46.8% | +63.4% | +22.4% |
| 3Y | +62.5% | -14.8% | +77.3% | +59.2% |
| All | +69.5% | +17.1% | +52.4% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling