+2.1%
ICE vs AMRZ
-17.7%
+19.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +3.2% | -5.5% | +8.7% | +3.7% |
| 30D | +14.7% | +15.6% | -0.9% | +13.8% |
| 3M | +19.8% | -12.1% | +31.9% | +20.4% |
| 6M | +15.2% | -19.4% | +34.7% | +16.2% |
| YTD | +12.7% | -21.9% | +34.5% | +13.3% |
| 1Y | +20.4% | -15.0% | +35.4% | +20.8% |
| All | +2.1% | -17.7% | +19.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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