+70.5%
ICE vs AMBA
+21.7%
+48.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +3.6% | +2.7% | +0.9% | +3.6% |
| 30D | +15.1% | -2.2% | +17.3% | +15.1% |
| 3M | +15.4% | -26.6% | +42.0% | +16.0% |
| 6M | +16.1% | -26.8% | +42.9% | +16.3% |
| YTD | +11.4% | -15.1% | +26.5% | +10.4% |
| 1Y | +18.5% | -32.3% | +50.7% | +18.8% |
| 3Y | +70.5% | +19.8% | +50.7% | +59.9% |
| All | +70.5% | +21.7% | +48.8% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling