+697.9%
ICE vs AMBA
+722.2%
-24.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +0.2% |
| 7D | +6.7% | -14.6% | +21.3% | +7.9% |
| 30D | +13.4% | -18.8% | +32.2% | +14.9% |
| 3M | +16.5% | -32.6% | +49.1% | +19.5% |
| 6M | +12.8% | -25.8% | +38.7% | +13.3% |
| YTD | +8.5% | -22.1% | +30.7% | +8.0% |
| 1Y | +20.6% | -36.2% | +56.8% | +21.7% |
| 3Y | +67.4% | +10.0% | +57.4% | +56.2% |
| 5Y | +36.6% | -71.6% | +108.1% | +37.7% |
| 10Y | +270.4% | -4.7% | +275.2% | +223.1% |
| All | +697.9% | +722.2% | -24.3% | +491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling