-7.4%
ABT vs INDA
+8.7%
-16.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | +6.0% | +9.4% | -3.3% | +2.3% |
| 3M | -1.9% | +2.9% | -4.8% | -3.1% |
| 6M | +31.2% | +7.2% | +23.9% | +27.3% |
| YTD | -11.2% | -4.8% | -6.4% | -9.7% |
| 1Y | -14.0% | -5.1% | -8.9% | -12.4% |
| 3Y | +20.7% | +16.7% | +4.0% | +7.7% |
| All | -7.4% | +8.7% | -16.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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