+1,363.0%
AMAT vs ICE
+241.0%
+1,122.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.3% | +10.8% |
| 7D | -1.1% | +1.0% | -2.1% | -1.6% |
| 30D | -26.9% | +11.4% | -38.3% | -31.8% |
| 3M | -31.2% | +16.2% | -47.4% | -37.7% |
| 6M | -14.7% | +12.5% | -27.2% | -22.6% |
| YTD | +44.7% | +8.6% | +36.1% | +32.4% |
| 1Y | +62.0% | +18.4% | +43.6% | +39.2% |
| 3Y | +165.0% | +66.4% | +98.5% | +70.8% |
| 5Y | +147.1% | +37.2% | +109.9% | +81.5% |
| All | +1,363.0% | +241.0% | +1,122.0% | +538.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling