+247.2%
AMAT vs ICE
+42.3%
+205.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +5.1% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -14.8% | +7.6% | -22.4% | -17.3% |
| 3M | -9.3% | +13.9% | -23.2% | -14.7% |
| 6M | +27.4% | -2.4% | +29.7% | +29.5% |
| YTD | +77.6% | +0.3% | +77.3% | +76.3% |
| 1Y | +188.9% | -6.4% | +195.4% | +198.8% |
| 3Y | +202.3% | +43.1% | +159.2% | +124.0% |
| All | +247.2% | +42.3% | +205.0% | +139.7% |
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