+126.1%
AMD vs ICE
+18.5%
+107.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +4.9% |
| 7D | +44.7% | +2.2% | +42.5% | +46.6% |
| 30D | -3.3% | +13.7% | -17.0% | +5.4% |
| 3M | +21.2% | +17.9% | +3.3% | +34.8% |
| 6M | +30.6% | +15.0% | +15.6% | +51.3% |
| YTD | +173.3% | +10.9% | +162.4% | +219.8% |
| 1Y | +126.1% | +17.0% | +109.1% | +165.4% |
| All | +126.1% | +18.5% | +107.6% | +165.4% |
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