+65.9%
ICE vs AMC
-71.5%
+137.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +2.0% | +2.6% | -0.6% | +1.9% |
| 30D | +12.9% | +9.0% | +3.9% | +12.6% |
| 3M | +15.4% | +22.2% | -6.8% | +14.7% |
| 6M | +13.1% | +91.5% | -78.4% | +10.9% |
| YTD | +7.5% | +101.3% | -93.8% | +4.8% |
| 1Y | +18.3% | +20.8% | -2.4% | +16.5% |
| 3Y | +65.9% | -71.3% | +137.2% | +69.3% |
| All | +65.9% | -71.5% | +137.4% | +69.3% |
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 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