+20.6%
ICE vs AMDL
+117.8%
-97.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.8% | -2.1% |
| 7D | -1.2% | +19.9% | -21.1% | -1.1% |
| 30D | +5.0% | +6.3% | -1.3% | +5.0% |
| 3M | +13.9% | -9.9% | +23.8% | +13.7% |
| 6M | -4.4% | +394.3% | -398.7% | -6.9% |
| YTD | -1.9% | +257.3% | -259.2% | -4.4% |
| 1Y | -8.1% | +508.5% | -516.7% | -12.2% |
| All | +20.6% | +117.8% | -97.2% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling