+69.9%
ICE vs AMC
-58.0%
+127.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.5% |
| 7D | +2.2% | +8.4% | -6.2% | +2.0% |
| 30D | +13.7% | +9.2% | +4.6% | +13.4% |
| 3M | +17.9% | +32.0% | -14.1% | +17.0% |
| 6M | +15.0% | +149.3% | -134.3% | +11.9% |
| YTD | +10.9% | +114.1% | -103.2% | +8.0% |
| 1Y | +17.0% | +35.8% | -18.8% | +14.9% |
| All | +69.9% | -58.0% | +127.9% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling