+247.2%
AMAT vs INDA
+8.8%
+238.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +0.7% | -2.2% | -2.3% |
| 30D | -14.8% | -0.8% | -14.0% | -14.1% |
| 3M | -9.3% | +3.9% | -13.2% | -13.0% |
| 6M | +27.4% | -0.7% | +28.1% | +28.5% |
| YTD | +77.6% | -7.7% | +85.2% | +94.0% |
| 1Y | +188.9% | -5.1% | +194.0% | +204.7% |
| 3Y | +202.3% | +13.6% | +188.7% | +150.5% |
| All | +247.2% | +8.8% | +238.4% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling