+61.6%
AG vs INDA
+84.7%
-23.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.5% |
| 7D | -6.7% | -2.7% | -4.0% | -5.2% |
| 30D | +2.2% | -2.8% | +4.9% | +4.0% |
| 3M | +15.7% | +1.6% | +14.1% | +14.9% |
| 6M | -23.8% | -1.4% | -22.4% | -22.7% |
| YTD | +17.6% | -10.1% | +27.8% | +25.7% |
| 1Y | +88.6% | -8.8% | +97.4% | +99.7% |
| 3Y | +253.4% | +7.6% | +245.8% | +247.0% |
| 5Y | +62.4% | +5.8% | +56.7% | +61.1% |
| All | +61.6% | +84.7% | -23.1% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling