+249.7%
ICE vs AMBA
+4.3%
+245.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +3.2% | -2.7% | +5.8% | +3.3% |
| 30D | +12.9% | -10.5% | +23.4% | +13.8% |
| 3M | +17.5% | -26.4% | +44.0% | +20.1% |
| 6M | +14.0% | -20.9% | +34.9% | +13.9% |
| YTD | +10.0% | -14.8% | +24.8% | +8.5% |
| 1Y | +19.5% | -36.1% | +55.6% | +21.0% |
| 3Y | +66.8% | +20.2% | +46.5% | +51.7% |
| 5Y | +40.3% | -67.2% | +107.6% | +40.2% |
| 10Y | +249.7% | +4.9% | +244.8% | +177.3% |
| All | +249.7% | +4.3% | +245.4% | +177.3% |
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