+3,130.3%
AMAT vs INDA
+119.4%
+3,011.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.0% |
| 7D | -14.7% | +6.6% | -21.4% | -18.7% |
| 30D | -36.1% | +10.4% | -46.5% | -40.8% |
| 3M | -36.9% | +1.5% | -38.4% | -37.9% |
| 6M | -22.2% | +1.7% | -23.9% | -23.4% |
| YTD | +29.9% | -5.8% | +35.8% | +35.3% |
| 1Y | +43.3% | -5.1% | +48.4% | +48.2% |
| 3Y | +142.7% | +16.0% | +126.7% | +118.4% |
| 5Y | +126.2% | +9.3% | +116.9% | +114.8% |
| 10Y | +1,211.7% | +102.1% | +1,109.6% | +776.0% |
| All | +3,130.3% | +119.4% | +3,011.0% | +1,957.1% |
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