+1,482.8%
AMD vs ICE
+2,532.6%
-1,049.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.5% | -16.7% | -17.0% |
| 7D | -28.6% | +6.7% | -35.3% | -30.8% |
| 30D | -37.7% | +13.4% | -51.1% | -41.6% |
| 3M | -16.1% | +16.5% | -32.6% | -22.7% |
| 6M | +13.8% | +12.8% | +1.0% | +4.8% |
| YTD | +88.8% | +8.5% | +80.3% | +75.2% |
| 1Y | +57.8% | +20.6% | +37.2% | +39.2% |
| 3Y | +260.3% | +67.4% | +192.9% | +170.2% |
| 5Y | +196.6% | +36.6% | +160.0% | +147.1% |
| 10Y | +6,064.6% | +270.4% | +5,794.2% | +3,241.3% |
| All | +1,482.8% | +2,532.6% | -1,049.8% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling