+9.7%
AMZN vs ICE
-7.2%
+16.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | 0.0% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | -5.2% | +7.6% | -12.8% | -5.7% |
| 3M | +1.9% | +13.9% | -12.1% | 0.0% |
| 6M | +19.2% | -2.4% | +21.6% | +17.5% |
| YTD | +12.0% | +0.3% | +11.7% | +10.1% |
| 1Y | +9.7% | -6.4% | +16.1% | +8.7% |
| All | +9.7% | -7.2% | +16.8% | +8.7% |
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