+252.9%
AMD vs ICE
+40.6%
+212.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.7% |
| 7D | +6.5% | +3.2% | +3.3% | +5.1% |
| 30D | -15.3% | +12.9% | -28.2% | -20.3% |
| 3M | +9.7% | +17.5% | -7.8% | +0.4% |
| 6M | +13.2% | +14.0% | -0.8% | +4.9% |
| YTD | +140.6% | +10.0% | +130.6% | +123.5% |
| 1Y | +111.2% | +19.5% | +91.6% | +83.0% |
| 3Y | +334.4% | +66.8% | +267.7% | +157.2% |
| All | +252.9% | +40.6% | +212.3% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling