+88.9%
AMD vs ICE
+19.8%
+69.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +10.4% |
| 7D | -11.0% | +2.0% | -13.1% | -9.8% |
| 30D | -30.5% | +12.9% | -43.4% | -24.7% |
| 3M | -8.2% | +15.4% | -23.6% | +0.5% |
| 6M | +6.6% | +13.1% | -6.5% | +21.2% |
| YTD | +109.7% | +7.5% | +102.2% | +139.8% |
| 1Y | +88.9% | +18.3% | +70.6% | +112.0% |
| All | +88.9% | +19.8% | +69.1% | +112.0% |
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