+140.1%
AMT vs IONS
-36.2%
+176.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.1% |
| 7D | -2.2% | -29.6% | +27.4% | +1.2% |
| 30D | +5.8% | -35.6% | +41.3% | +10.4% |
| 3M | +12.6% | -51.7% | +64.3% | +21.0% |
| 6M | +8.3% | -64.0% | +72.3% | +19.6% |
| YTD | +11.4% | -65.5% | +76.9% | +23.4% |
| 1Y | +7.7% | -62.4% | +70.1% | +18.1% |
| 3Y | +14.8% | -41.1% | +55.9% | +16.3% |
| 5Y | -18.0% | -16.5% | -1.5% | -22.4% |
| All | +140.1% | -36.2% | +176.3% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling