+20.6%
ICE vs AMIX
-92.3%
+112.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.3% |
| 7D | +12.2% | -25.1% | +37.3% | +12.0% |
| 30D | +15.0% | -54.5% | +69.5% | +14.6% |
| 3M | +17.6% | -91.7% | +109.4% | +16.6% |
| 6M | +12.6% | -79.4% | +92.0% | +13.5% |
| YTD | +9.1% | -86.1% | +95.2% | +9.5% |
| 1Y | +20.6% | -91.6% | +112.2% | +20.2% |
| All | +20.6% | -92.3% | +112.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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