+81.5%
AMP vs IONS
-11.8%
+93.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +0.6% |
| 7D | +3.9% | -26.3% | +30.2% | +6.5% |
| 30D | +5.1% | -31.9% | +37.1% | +8.6% |
| 3M | -8.7% | -48.0% | +39.3% | -3.0% |
| 6M | +11.4% | -62.6% | +74.0% | +21.9% |
| YTD | +7.3% | -63.3% | +70.6% | +17.5% |
| 1Y | +14.6% | -58.4% | +72.9% | +23.3% |
| 3Y | +61.2% | -38.2% | +99.5% | +58.9% |
| All | +81.5% | -11.8% | +93.4% | +66.0% |
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 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