+40.4%
ICE vs AMIX
-99.9%
+140.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.8% | -10.8% | +1.1% |
| 7D | +1.0% | +1.2% | -0.2% | +1.0% |
| 30D | +11.4% | -45.3% | +56.8% | +11.2% |
| 3M | +16.2% | -83.1% | +99.2% | +15.6% |
| 6M | +12.5% | -76.9% | +89.3% | +13.2% |
| YTD | +8.6% | -85.3% | +93.8% | +9.2% |
| 1Y | +18.4% | -89.8% | +108.2% | +19.0% |
| All | +40.4% | -99.9% | +140.4% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling