+367.0%
IONS vs AMBA
+837.3%
-470.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -4.8% | -11.0% | +6.1% | -2.8% |
| 30D | +7.2% | -23.2% | +30.4% | +12.4% |
| 3M | -22.7% | -12.7% | -10.0% | -23.2% |
| 6M | -26.9% | +11.2% | -38.1% | -31.8% |
| YTD | -26.6% | -11.2% | -15.3% | -28.9% |
| 1Y | -2.1% | -22.5% | +20.4% | -4.1% |
| 3Y | +43.4% | -1.3% | +44.8% | +26.1% |
| 5Y | +47.0% | -54.2% | +101.2% | +39.9% |
| 10Y | +97.2% | -6.1% | +103.3% | +41.7% |
| All | +367.0% | +837.3% | -470.3% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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