+8,164.6%
AMD vs ICE
+258.7%
+7,905.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +5.9% |
| 7D | +13.1% | +3.2% | +9.9% | +11.2% |
| 30D | -7.0% | +14.7% | -21.7% | -15.0% |
| 3M | +16.6% | +19.8% | -3.2% | +3.0% |
| 6M | +20.5% | +15.2% | +5.3% | +7.5% |
| YTD | +158.2% | +12.7% | +145.5% | +129.2% |
| 1Y | +132.8% | +20.4% | +112.4% | +96.3% |
| 3Y | +366.2% | +70.8% | +295.5% | +189.3% |
| 5Y | +278.7% | +43.9% | +234.7% | +166.3% |
| 10Y | +8,164.6% | +264.8% | +7,899.8% | +3,558.7% |
| All | +8,164.6% | +258.7% | +7,905.9% | +3,558.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling