+36.9%
ICE vs AMDL
+102.5%
-65.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -17.6% | +17.9% | +0.2% |
| 7D | +3.6% | +37.2% | -33.6% | +4.0% |
| 30D | +15.1% | -24.0% | +39.1% | +15.1% |
| 3M | +15.4% | -1.0% | +16.4% | +15.6% |
| 6M | +16.1% | -3.2% | +19.3% | +15.8% |
| YTD | +11.4% | +232.2% | -220.9% | +8.7% |
| 1Y | +18.5% | +137.7% | -119.3% | +16.3% |
| All | +36.9% | +102.5% | -65.6% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling