+224.0%
IONQ vs AMP
+191.2%
+32.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.3% |
| 7D | +16.7% | +3.3% | +13.3% | +12.9% |
| 30D | -12.3% | +4.2% | -16.5% | -16.1% |
| 3M | -17.7% | -6.4% | -11.3% | -13.2% |
| 6M | -28.9% | +12.4% | -41.4% | -39.5% |
| YTD | -22.0% | +7.4% | -29.5% | -30.3% |
| 1Y | -36.8% | +14.7% | -51.5% | -47.4% |
| 3Y | +228.2% | +60.8% | +167.4% | +100.5% |
| 5Y | +91.9% | +83.4% | +8.5% | +0.4% |
| All | +224.0% | +191.2% | +32.7% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling