+167.6%
AMAT vs ICE
+43.9%
+123.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +5.3% |
| 7D | +7.0% | +3.2% | +3.7% | +5.9% |
| 30D | -20.6% | +14.7% | -35.3% | -24.3% |
| 3M | -24.8% | +19.8% | -44.5% | -29.7% |
| 6M | -10.7% | +15.2% | -26.0% | -14.8% |
| YTD | +54.3% | +12.7% | +41.6% | +47.1% |
| 1Y | +73.7% | +20.4% | +53.3% | +58.5% |
| 3Y | +168.4% | +70.8% | +97.7% | +81.2% |
| 5Y | +167.6% | +43.9% | +123.6% | +89.9% |
| All | +167.6% | +43.9% | +123.6% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling