+224.0%
IONQ vs AMT
+0.5%
+223.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +16.7% | +1.6% | +15.0% | +16.1% |
| 30D | -12.3% | +4.5% | -16.7% | -13.4% |
| 3M | -17.7% | +13.8% | -31.5% | -20.6% |
| 6M | -28.9% | +10.0% | -39.0% | -31.4% |
| YTD | -22.0% | +11.8% | -33.8% | -25.5% |
| 1Y | -36.8% | +10.2% | -47.0% | -39.3% |
| 3Y | +228.2% | +15.1% | +213.1% | +180.5% |
| 5Y | +91.9% | -18.8% | +110.8% | +90.5% |
| All | +224.0% | +0.5% | +223.5% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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