+6.7%
AMZN vs ICE
+21.0%
-14.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +6.1% |
| 7D | +4.5% | +12.2% | -7.7% | +4.3% |
| 30D | +5.8% | +15.0% | -9.1% | +5.2% |
| 3M | -4.1% | +17.6% | -21.7% | -4.7% |
| 6M | -2.2% | +12.6% | -14.8% | -3.7% |
| YTD | +15.3% | +9.1% | +6.1% | +12.2% |
| 1Y | +6.7% | +20.6% | -13.9% | +3.1% |
| All | +6.7% | +21.0% | -14.3% | +3.1% |
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 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