+112.8%
AGI vs INDA
+109.8%
+3.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +2.2% | -2.6% | +4.8% | +3.1% |
| 30D | +11.3% | -2.9% | +14.2% | +12.4% |
| 3M | +5.6% | +2.4% | +3.3% | +4.9% |
| 6M | -27.7% | -2.6% | -25.0% | -26.8% |
| YTD | -4.1% | -10.0% | +5.9% | -0.6% |
| 1Y | +13.8% | -7.7% | +21.5% | +17.0% |
| 3Y | +217.0% | +8.9% | +208.2% | +209.5% |
| 5Y | +404.3% | +6.0% | +398.4% | +394.9% |
| 10Y | +400.5% | +84.4% | +316.1% | +304.3% |
| All | +112.8% | +109.8% | +3.0% | +53.0% |
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