+11,313.2%
AMZN vs ICE
+2,331.7%
+8,981.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.5% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -5.2% | +7.6% | -12.8% | -7.6% |
| 3M | +1.9% | +13.9% | -12.1% | -2.9% |
| 6M | +19.2% | -2.4% | +21.6% | +19.5% |
| YTD | +12.0% | +0.3% | +11.7% | +10.8% |
| 1Y | +9.7% | -6.4% | +16.1% | +10.9% |
| 3Y | +87.2% | +43.1% | +44.1% | +62.7% |
| 5Y | +48.7% | +42.1% | +6.5% | +30.2% |
| 10Y | +569.3% | +220.9% | +348.4% | +347.3% |
| All | +11,313.2% | +2,331.7% | +8,981.5% | +4,685.5% |
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