+2,024.0%
AMP vs IONS
+467.6%
+1,556.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | -0.3% |
| 7D | +3.9% | -26.3% | +30.2% | +10.3% |
| 30D | +5.1% | -31.9% | +37.1% | +13.4% |
| 3M | -8.7% | -48.0% | +39.3% | +4.5% |
| 6M | +11.4% | -62.6% | +74.0% | +35.5% |
| YTD | +7.3% | -63.3% | +70.6% | +30.7% |
| 1Y | +14.6% | -58.4% | +72.9% | +35.2% |
| 3Y | +61.2% | -38.2% | +99.5% | +64.3% |
| 5Y | +81.0% | -11.1% | +92.1% | +61.3% |
| 10Y | +468.0% | -31.7% | +499.7% | +394.4% |
| All | +2,024.0% | +467.6% | +1,556.4% | +581.9% |
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