+43.3%
AMAT vs INDA
-5.5%
+48.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.1% |
| 7D | -14.7% | +6.6% | -21.4% | -18.3% |
| 30D | -36.1% | +10.4% | -46.5% | -40.6% |
| 3M | -36.9% | +1.5% | -38.4% | -36.8% |
| 6M | -22.2% | +1.7% | -23.9% | -22.4% |
| YTD | +29.9% | -5.8% | +35.8% | +29.8% |
| 1Y | +43.3% | -5.1% | +48.4% | +42.8% |
| All | +43.3% | -5.5% | +48.8% | +42.8% |
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