+264.8%
ICE vs AMC
-98.7%
+363.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.4% |
| 7D | +3.2% | -2.8% | +6.1% | +3.3% |
| 30D | +14.7% | +14.0% | +0.7% | +14.6% |
| 3M | +19.8% | +42.5% | -22.7% | +19.3% |
| 6M | +15.2% | +142.6% | -127.3% | +14.0% |
| YTD | +12.7% | +119.2% | -106.6% | +11.5% |
| 1Y | +20.4% | +40.7% | -20.3% | +19.6% |
| 3Y | +70.8% | -57.3% | +128.1% | +70.3% |
| 5Y | +43.9% | -99.1% | +143.1% | +45.6% |
| 10Y | +264.8% | -98.7% | +363.5% | +259.3% |
| All | +264.8% | -98.7% | +363.5% | +259.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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