+2,964.0%
AMAT vs ICE
+2,632.3%
+331.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.4% |
| 3M | -24.8% | +19.8% | -44.5% | -29.5% |
| 6M | -10.7% | +15.2% | -26.0% | -16.4% |
| YTD | +54.3% | +12.7% | +41.6% | +44.8% |
| 1Y | +73.7% | +20.4% | +53.3% | +59.4% |
| 3Y | +168.4% | +70.8% | +97.7% | +117.2% |
| 5Y | +167.6% | +43.9% | +123.6% | +129.4% |
| 10Y | +1,425.2% | +264.8% | +1,160.4% | +899.6% |
| All | +2,964.0% | +2,632.3% | +331.7% | +1,114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling