+160.4%
AMAT vs INDA
+17.0%
+143.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +19.3% | +3.1% | +16.3% | +16.3% |
| 30D | -17.9% | +9.1% | -27.1% | -24.2% |
| 3M | -30.4% | +3.2% | -33.6% | -32.4% |
| 6M | -11.4% | +8.5% | -19.9% | -17.8% |
| YTD | +48.8% | -4.6% | +53.4% | +55.4% |
| 1Y | +66.0% | -5.5% | +71.5% | +75.0% |
| All | +160.4% | +17.0% | +143.4% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling