-22.2%
AMAT vs ICE
+11.7%
-33.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +3.0% |
| 7D | -14.7% | +2.0% | -16.7% | -12.3% |
| 30D | -36.1% | +12.9% | -49.0% | -24.5% |
| 3M | -36.9% | +15.4% | -52.3% | -22.0% |
| 6M | -22.2% | +13.1% | -35.3% | +9.4% |
| All | -22.2% | +11.7% | -33.9% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling