+36.4%
ICE vs AMDL
+145.7%
-109.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.9% | -13.4% | -1.4% |
| 7D | +2.2% | +103.5% | -101.3% | +3.1% |
| 30D | +13.7% | -18.3% | +32.0% | +13.8% |
| 3M | +17.9% | +20.1% | -2.1% | +18.4% |
| 6M | +15.0% | +15.9% | -0.9% | +14.9% |
| YTD | +10.9% | +303.0% | -292.1% | +8.5% |
| 1Y | +17.0% | +164.0% | -147.0% | +15.3% |
| All | +36.4% | +145.7% | -109.2% | +26.9% |
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