+1,591.4%
AMAT vs ICE
+223.5%
+1,367.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +5.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -14.8% | +7.6% | -22.4% | -18.6% |
| 3M | -9.3% | +13.9% | -23.2% | -17.9% |
| 6M | +27.4% | -2.4% | +29.7% | +26.3% |
| YTD | +77.6% | +0.3% | +77.3% | +71.6% |
| 1Y | +188.9% | -6.4% | +195.4% | +191.1% |
| 3Y | +202.3% | +43.1% | +159.2% | +117.4% |
| 5Y | +248.9% | +42.1% | +206.8% | +147.8% |
| All | +1,591.4% | +223.5% | +1,367.9% | +707.8% |
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