+244.8%
ICE vs AMBA
+12.8%
+232.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.6% |
| 7D | +1.0% | 0.0% | +1.1% | +0.9% |
| 30D | +11.4% | -8.6% | +20.0% | +12.1% |
| 3M | +16.2% | -29.0% | +45.1% | +19.1% |
| 6M | +12.5% | -19.2% | +31.7% | +12.2% |
| YTD | +8.6% | -13.0% | +21.5% | +6.9% |
| 1Y | +18.4% | -31.3% | +49.6% | +18.9% |
| 3Y | +66.4% | +28.1% | +38.3% | +50.4% |
| 5Y | +37.2% | -69.4% | +106.6% | +38.2% |
| 10Y | +244.8% | +7.6% | +237.2% | +173.0% |
| All | +244.8% | +12.8% | +232.0% | +173.0% |
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 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