+15.2%
AMT vs IONS
-38.5%
+53.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.4% | -29.4% | +27.1% | -1.7% |
| 30D | +4.2% | -35.1% | +39.3% | +5.1% |
| 3M | +13.4% | -48.9% | +62.3% | +14.7% |
| 6M | +9.4% | -62.4% | +71.8% | +11.3% |
| YTD | +11.7% | -64.2% | +75.9% | +13.7% |
| 1Y | +7.1% | -60.9% | +68.0% | +8.9% |
| All | +15.2% | -38.5% | +53.6% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling