+264.9%
ICE vs AMC
-98.8%
+363.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.4% |
| 7D | +3.6% | +3.5% | +0.1% | +3.6% |
| 30D | +15.1% | +12.5% | +2.6% | +14.9% |
| 3M | +15.4% | +23.6% | -8.2% | +15.1% |
| 6M | +16.1% | +144.4% | -128.2% | +14.9% |
| YTD | +11.4% | +108.3% | -97.0% | +10.2% |
| 1Y | +18.5% | +38.9% | -20.4% | +17.7% |
| 3Y | +70.5% | -58.9% | +129.4% | +70.2% |
| 5Y | +40.9% | -99.2% | +140.1% | +42.6% |
| All | +264.9% | -98.8% | +363.6% | +260.0% |
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