+35.3%
ICE vs AMDL
+92.1%
-56.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.3% | +1.4% |
| 7D | +3.2% | +5.4% | -2.2% | +3.4% |
| 30D | +12.9% | -36.6% | +49.5% | +12.7% |
| 3M | +17.5% | -1.0% | +18.5% | +17.7% |
| 6M | +14.0% | -12.1% | +26.1% | +13.7% |
| YTD | +10.0% | +215.1% | -205.1% | +7.3% |
| 1Y | +19.5% | +130.4% | -110.8% | +17.2% |
| All | +35.3% | +92.1% | -56.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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