+153.1%
AMAT vs ICE
+67.7%
+85.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.7% |
| 7D | -2.5% | +3.2% | -5.6% | -2.1% |
| 30D | -26.5% | +12.9% | -39.4% | -25.6% |
| 3M | -28.6% | +17.5% | -46.1% | -27.7% |
| 6M | -14.2% | +14.0% | -28.2% | -9.8% |
| YTD | +45.5% | +10.0% | +35.5% | +53.4% |
| 1Y | +59.3% | +19.5% | +39.8% | +62.4% |
| 3Y | +153.1% | +66.8% | +86.3% | +90.4% |
| All | +153.1% | +67.7% | +85.4% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling