+2,316.3%
ICE vs AMT
+848.6%
+1,467.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.4% |
| 7D | -0.7% | -0.2% | -0.4% | -0.5% |
| 30D | +7.6% | +4.6% | +3.0% | +4.7% |
| 3M | +13.9% | -8.4% | +22.4% | +19.5% |
| 6M | -2.4% | -6.0% | +3.7% | +0.2% |
| YTD | +0.3% | +2.1% | -1.9% | -2.9% |
| 1Y | -6.4% | -6.4% | 0.0% | -4.8% |
| 3Y | +43.1% | +8.1% | +35.0% | +26.6% |
| 5Y | +42.1% | -31.9% | +74.0% | +63.6% |
| 10Y | +220.9% | +97.1% | +123.8% | +56.7% |
| All | +2,316.3% | +848.6% | +1,467.6% | +233.5% |
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