+19.5%
ICE vs AMDL
+133.6%
-114.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.3% | +1.4% |
| 7D | +3.2% | +5.4% | -2.2% | +3.9% |
| 30D | +12.9% | -36.6% | +49.5% | +11.9% |
| 3M | +17.5% | -1.0% | +18.5% | +18.6% |
| 6M | +14.0% | -12.1% | +26.1% | +14.7% |
| YTD | +10.0% | +215.1% | -205.1% | +11.2% |
| 1Y | +19.5% | +130.4% | -110.8% | +21.2% |
| All | +19.5% | +133.6% | -114.0% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling