+41.7%
ICE vs AMCR
-12.3%
+54.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -2.4% | -6.3% | +3.9% | -1.0% |
| 30D | +4.0% | -7.8% | +11.8% | +5.8% |
| 3M | +13.7% | +7.5% | +6.1% | +11.5% |
| 6M | +0.9% | +2.7% | -1.8% | -0.2% |
| YTD | -2.1% | +6.0% | -8.2% | -5.0% |
| 1Y | -9.5% | +7.8% | -17.3% | -12.7% |
| 3Y | +42.1% | +5.8% | +36.3% | +33.6% |
| All | +41.7% | -12.3% | +54.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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