+2,489.8%
ICE vs AMT
+929.5%
+1,560.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.6% |
| 7D | +2.0% | +0.5% | +1.5% | +1.7% |
| 30D | +12.9% | +13.6% | -0.7% | +4.3% |
| 3M | +15.4% | +11.5% | +4.0% | +7.6% |
| 6M | +13.1% | +6.9% | +6.2% | +7.3% |
| YTD | +7.5% | +10.8% | -3.4% | -1.4% |
| 1Y | +18.3% | +10.3% | +8.0% | +8.7% |
| 3Y | +65.9% | +12.4% | +53.5% | +43.9% |
| 5Y | +35.2% | -20.1% | +55.3% | +40.2% |
| 10Y | +266.7% | +116.8% | +149.9% | +68.6% |
| All | +2,489.8% | +929.5% | +1,560.3% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling