+5.1%
AG vs INDA
+111.6%
-106.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | +4.5% | -1.0% | +5.5% | +5.1% |
| 30D | +12.9% | -2.5% | +15.4% | +14.6% |
| 3M | +20.9% | +4.0% | +17.0% | +18.6% |
| 6M | -19.5% | -1.8% | -17.7% | -18.2% |
| YTD | +24.8% | -9.2% | +34.0% | +32.2% |
| 1Y | +120.2% | -7.2% | +127.4% | +130.5% |
| 3Y | +279.0% | +9.8% | +269.2% | +267.6% |
| 5Y | +67.9% | +7.5% | +60.4% | +65.3% |
| 10Y | +57.5% | +80.8% | -23.3% | +16.9% |
| All | +5.1% | +111.6% | -106.5% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling