+3,426.5%
AMAT vs ICE
+2,331.7%
+1,094.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +5.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -14.8% | +7.6% | -22.4% | -17.0% |
| 3M | -9.3% | +13.9% | -23.2% | -14.2% |
| 6M | +27.4% | -2.4% | +29.7% | +26.2% |
| YTD | +77.6% | +0.3% | +77.3% | +74.0% |
| 1Y | +188.9% | -6.4% | +195.4% | +188.8% |
| 3Y | +202.3% | +43.1% | +159.2% | +160.4% |
| 5Y | +248.9% | +42.1% | +206.8% | +201.7% |
| 10Y | +1,585.2% | +220.9% | +1,364.3% | +1,055.8% |
| All | +3,426.5% | +2,331.7% | +1,094.7% | +1,359.1% |
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 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