+126.7%
AMAT vs ICE
+34.9%
+91.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | -14.7% | +2.0% | -16.7% | -15.3% |
| 30D | -36.1% | +12.9% | -49.0% | -38.9% |
| 3M | -36.9% | +15.4% | -52.3% | -40.4% |
| 6M | -22.2% | +13.1% | -35.3% | -26.0% |
| YTD | +29.9% | +7.5% | +22.5% | +25.6% |
| 1Y | +43.3% | +18.3% | +24.9% | +30.0% |
| 3Y | +142.7% | +65.9% | +76.8% | +63.7% |
| All | +126.7% | +34.9% | +91.8% | +67.1% |
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