+7,765.4%
AMD vs ICE
+259.6%
+7,505.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.1% | -9.0% |
| 7D | +18.9% | +3.6% | +15.3% | +16.6% |
| 30D | -6.4% | +15.1% | -21.5% | -14.8% |
| 3M | +10.6% | +15.4% | -4.8% | -0.1% |
| 6M | +19.9% | +16.1% | +3.7% | +6.1% |
| YTD | +149.4% | +11.4% | +138.0% | +122.7% |
| 1Y | +115.4% | +18.5% | +96.9% | +83.1% |
| 3Y | +357.3% | +70.5% | +286.7% | +182.9% |
| 5Y | +261.1% | +40.9% | +220.2% | +157.1% |
| All | +7,765.4% | +259.6% | +7,505.8% | +3,410.7% |
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