-45.1%
ALB vs INDA
+5.9%
-51.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.0% |
| 7D | -8.6% | -2.6% | -6.0% | -6.2% |
| 30D | -4.0% | -2.9% | -1.1% | -1.3% |
| 3M | -17.4% | +2.4% | -19.8% | -19.6% |
| 6M | -25.4% | -2.6% | -22.8% | -24.1% |
| YTD | -10.5% | -10.0% | -0.6% | -1.1% |
| 1Y | +75.8% | -7.7% | +83.5% | +88.4% |
| 3Y | -28.5% | +8.9% | -37.4% | -37.4% |
| 5Y | -45.1% | +6.0% | -51.1% | -50.6% |
| All | -45.1% | +5.9% | -51.0% | -50.6% |
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