+77.4%
ALB vs INDA
+122.4%
-45.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.3% |
| 7D | +1.1% | +3.1% | -2.1% | -0.9% |
| 30D | -2.6% | +11.3% | -13.9% | -9.1% |
| 3M | -25.6% | +3.0% | -28.6% | -27.1% |
| 6M | -54.0% | +6.5% | -60.6% | -55.9% |
| YTD | -31.6% | -4.6% | -27.0% | -30.0% |
| 1Y | -6.6% | -5.8% | -0.8% | -3.6% |
| 3Y | -14.0% | +16.8% | -30.8% | -22.0% |
| 5Y | -62.5% | +10.4% | -72.9% | -64.6% |
| 10Y | +36.3% | +116.8% | -80.5% | -11.2% |
| All | +77.4% | +122.4% | -45.0% | +13.6% |
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 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