+637.0%
ICE vs AMBA
+837.3%
-200.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.0% |
| 7D | -0.7% | -11.0% | +10.3% | +0.2% |
| 30D | +7.6% | -23.2% | +30.8% | +9.7% |
| 3M | +13.9% | -12.7% | +26.7% | +13.8% |
| 6M | -2.4% | +11.2% | -13.6% | -5.0% |
| YTD | +0.3% | -11.2% | +11.5% | -0.9% |
| 1Y | -6.4% | -22.5% | +16.1% | -7.0% |
| 3Y | +43.1% | -1.3% | +44.4% | +35.5% |
| 5Y | +42.1% | -54.2% | +96.3% | +38.2% |
| 10Y | +220.9% | -6.1% | +227.0% | +179.8% |
| All | +637.0% | +837.3% | -200.3% | +442.9% |
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 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