+1,370.8%
AMAT vs ICE
+245.5%
+1,125.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | -2.5% | +3.2% | -5.6% | -4.1% |
| 30D | -26.5% | +12.9% | -39.4% | -31.9% |
| 3M | -28.6% | +17.5% | -46.1% | -35.7% |
| 6M | -14.2% | +14.0% | -28.2% | -22.7% |
| YTD | +45.5% | +10.0% | +35.5% | +32.2% |
| 1Y | +59.3% | +19.5% | +39.8% | +36.3% |
| 3Y | +153.1% | +66.8% | +86.3% | +63.3% |
| 5Y | +158.2% | +40.3% | +117.8% | +86.8% |
| 10Y | +1,370.8% | +249.7% | +1,121.1% | +537.2% |
| All | +1,370.8% | +245.5% | +1,125.3% | +537.2% |
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