+132.7%
ALB vs INDA
+115.1%
+17.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | +0.7% | -8.8% | -8.5% |
| 30D | +6.3% | -0.8% | +7.1% | +6.7% |
| 3M | -23.6% | +3.9% | -27.5% | -25.4% |
| 6M | -24.6% | -0.7% | -23.9% | -24.6% |
| YTD | -10.3% | -7.7% | -2.6% | -6.1% |
| 1Y | +61.5% | -5.1% | +66.6% | +66.0% |
| 3Y | -34.0% | +13.6% | -47.6% | -38.9% |
| 5Y | -44.6% | +7.8% | -52.4% | -46.7% |
| 10Y | +76.1% | +84.6% | -8.5% | +24.0% |
| All | +132.7% | +115.1% | +17.5% | +52.2% |
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