+59.3%
AMAT vs INDA
-4.2%
+63.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | -2.5% | +6.2% | -8.7% | -6.2% |
| 30D | -26.5% | +12.4% | -38.9% | -32.6% |
| 3M | -28.6% | +3.2% | -31.7% | -29.3% |
| 6M | -14.2% | +3.8% | -18.0% | -15.7% |
| YTD | +45.5% | -4.3% | +49.8% | +43.7% |
| 1Y | +59.3% | -4.5% | +63.8% | +56.9% |
| All | +59.3% | -4.2% | +63.5% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling