+1,311.4%
AMT vs IONS
+326.3%
+985.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -4.8% | +4.6% | +0.4% |
| 30D | +4.6% | +7.2% | -2.6% | +3.6% |
| 3M | -8.4% | -22.7% | +14.2% | -6.0% |
| 6M | -6.0% | -26.9% | +20.9% | -2.9% |
| YTD | +2.1% | -26.6% | +28.7% | +5.3% |
| 1Y | -6.4% | -2.1% | -4.3% | -7.3% |
| 3Y | +8.1% | +43.4% | -35.4% | -1.4% |
| 5Y | -31.9% | +47.0% | -78.9% | -39.3% |
| 10Y | +97.1% | +97.2% | -0.1% | +57.2% |
| All | +1,311.4% | +326.3% | +985.0% | +530.2% |
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