+1,444.4%
AMT vs IONS
+106.9%
+1,337.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.8% | +1.9% |
| 7D | +1.6% | -30.3% | +31.9% | +6.1% |
| 30D | +4.5% | -37.7% | +42.2% | +10.5% |
| 3M | +13.8% | -50.5% | +64.3% | +23.8% |
| 6M | +10.0% | -62.8% | +72.8% | +23.5% |
| YTD | +11.8% | -64.4% | +76.1% | +25.8% |
| 1Y | +10.2% | -59.5% | +69.7% | +21.9% |
| 3Y | +15.1% | -39.2% | +54.3% | +17.2% |
| 5Y | -18.8% | -15.3% | -3.5% | -22.6% |
| 10Y | +133.7% | -31.2% | +164.8% | +115.5% |
| All | +1,444.4% | +106.9% | +1,337.5% | +653.3% |
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 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