+259.6%
ICE vs AMBA
-0.9%
+260.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -1.5% |
| 7D | +2.0% | -7.2% | +9.3% | +2.6% |
| 30D | +12.9% | -10.4% | +23.3% | +13.7% |
| 3M | +15.4% | -30.1% | +45.5% | +18.5% |
| 6M | +13.1% | -22.4% | +35.5% | +13.2% |
| YTD | +7.5% | -17.3% | +24.8% | +6.2% |
| 1Y | +18.3% | -35.4% | +53.7% | +19.6% |
| 3Y | +65.9% | +18.6% | +47.3% | +51.0% |
| 5Y | +35.2% | -69.8% | +105.0% | +36.2% |
| All | +259.6% | -0.9% | +260.5% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling