+45.0%
ICE vs AMT
-31.6%
+76.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.7% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | +7.6% | +4.6% | +3.0% | +6.1% |
| 3M | +13.9% | -8.4% | +22.4% | +17.0% |
| 6M | -2.4% | -6.0% | +3.7% | -0.8% |
| YTD | +0.3% | +2.1% | -1.9% | -1.3% |
| 1Y | -6.4% | -6.4% | 0.0% | -5.2% |
| 3Y | +43.1% | +8.1% | +35.0% | +34.0% |
| All | +45.0% | -31.6% | +76.6% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling