+35.5%
ICE vs AMT
-20.2%
+55.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.1% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | +12.9% | +13.6% | -0.7% | +8.3% |
| 3M | +15.4% | +11.5% | +4.0% | +11.3% |
| 6M | +13.1% | +6.9% | +6.2% | +10.2% |
| YTD | +7.5% | +10.8% | -3.4% | +2.9% |
| 1Y | +18.3% | +10.3% | +8.0% | +13.4% |
| 3Y | +65.9% | +12.4% | +53.5% | +53.8% |
| All | +35.5% | -20.2% | +55.7% | +41.4% |
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