+45.0%
ICE vs AMC
-99.4%
+144.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.4% | -2.2% |
| 7D | -0.7% | +2.3% | -3.0% | -0.7% |
| 30D | +7.6% | -0.7% | +8.4% | +7.6% |
| 3M | +13.9% | +35.2% | -21.3% | +12.3% |
| 6M | -2.4% | +124.6% | -126.9% | -5.7% |
| YTD | +0.3% | +69.9% | -69.6% | -2.4% |
| 1Y | -6.4% | -2.6% | -3.8% | -7.4% |
| 3Y | +43.1% | -79.8% | +122.9% | +46.0% |
| All | +45.0% | -99.4% | +144.4% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling