+195.2%
AMD vs ICE
-7.2%
+202.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +3.6% |
| 7D | +2.6% | -0.7% | +3.2% | +2.2% |
| 30D | -0.9% | +7.6% | -8.6% | +3.2% |
| 3M | -8.7% | +13.9% | -22.7% | -0.1% |
| 6M | +136.3% | -2.4% | +138.7% | +148.7% |
| YTD | +123.0% | +0.3% | +122.7% | +141.9% |
| 1Y | +195.2% | -6.4% | +201.6% | +192.9% |
| All | +195.2% | -7.2% | +202.3% | +192.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling