-6.4%
ICE vs AMBA
-20.7%
+14.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.0% |
| 7D | -0.7% | -11.0% | +10.3% | -1.0% |
| 30D | +7.6% | -23.2% | +30.8% | +6.9% |
| 3M | +13.9% | -12.7% | +26.7% | +13.4% |
| 6M | -2.4% | +11.2% | -13.6% | -3.6% |
| YTD | +0.3% | -11.2% | +11.5% | -0.2% |
| 1Y | -6.4% | -22.5% | +16.1% | -7.0% |
| All | -6.4% | -20.7% | +14.3% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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