+265.9%
IONQ vs AMP
+212.9%
+53.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.1% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | -1.0% | -0.1% | -0.9% | -1.3% |
| 3M | -39.8% | +23.6% | -63.4% | -52.5% |
| 6M | +6.4% | +20.4% | -13.9% | -13.8% |
| YTD | -11.9% | +15.4% | -27.4% | -25.8% |
| 1Y | -6.2% | +11.0% | -17.1% | -17.7% |
| 3Y | +125.7% | +70.5% | +55.2% | +31.9% |
| 5Y | +296.0% | +121.4% | +174.6% | +85.6% |
| All | +265.9% | +212.9% | +53.0% | +51.5% |
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