+188.9%
AMAT vs ICE
-7.2%
+196.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +3.2% |
| 7D | -1.5% | -0.7% | -0.8% | -1.8% |
| 30D | -14.8% | +7.6% | -22.4% | -11.2% |
| 3M | -9.3% | +13.9% | -23.2% | +1.4% |
| 6M | +27.4% | -2.4% | +29.7% | +42.5% |
| YTD | +77.6% | +0.3% | +77.3% | +98.2% |
| 1Y | +188.9% | -6.4% | +195.4% | +219.5% |
| All | +188.9% | -7.2% | +196.1% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling