+167.4%
IONQ vs AMP
+190.9%
-23.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -7.5% |
| 7D | -11.5% | +3.9% | -15.4% | -14.6% |
| 30D | -8.1% | +5.1% | -13.2% | -12.8% |
| 3M | -35.8% | -8.7% | -27.1% | -30.6% |
| 6M | -47.7% | +11.4% | -59.2% | -55.0% |
| YTD | -35.6% | +7.3% | -43.0% | -42.4% |
| 1Y | -36.4% | +14.6% | -50.9% | -47.0% |
| 3Y | +150.0% | +61.2% | +88.8% | +52.5% |
| 5Y | +43.3% | +81.0% | -37.7% | -24.5% |
| All | +167.4% | +190.9% | -23.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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