+263.5%
ICE vs AMT
+134.2%
+129.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +2.2% | -2.2% | +4.4% | +3.0% |
| 30D | +13.7% | +5.8% | +7.9% | +11.4% |
| 3M | +17.9% | +12.6% | +5.4% | +12.6% |
| 6M | +15.0% | +8.3% | +6.7% | +10.9% |
| YTD | +10.9% | +11.4% | -0.5% | +5.2% |
| 1Y | +17.0% | +7.7% | +9.3% | +12.4% |
| 3Y | +68.2% | +14.8% | +53.4% | +53.5% |
| 5Y | +40.4% | -18.0% | +58.4% | +44.9% |
| All | +263.5% | +134.2% | +129.4% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling