+70.5%
ICE vs AMT
+16.9%
+53.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +3.6% | +1.5% | +2.1% | +3.2% |
| 30D | +15.1% | +6.8% | +8.3% | +13.3% |
| 3M | +15.4% | +11.2% | +4.2% | +12.3% |
| 6M | +16.1% | +12.5% | +3.7% | +12.6% |
| YTD | +11.4% | +12.5% | -1.1% | +7.5% |
| 1Y | +18.5% | +10.1% | +8.4% | +15.0% |
| 3Y | +70.5% | +16.0% | +54.5% | +66.0% |
| All | +70.5% | +16.9% | +53.6% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling