+4,314.8%
AMAT vs INDA
+115.1%
+4,199.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +0.7% | -2.2% | -2.0% |
| 30D | -14.8% | -0.8% | -14.0% | -14.3% |
| 3M | -9.3% | +3.9% | -13.2% | -11.7% |
| 6M | +27.4% | -0.7% | +28.1% | +28.4% |
| YTD | +77.6% | -7.7% | +85.2% | +88.4% |
| 1Y | +188.9% | -5.1% | +194.0% | +200.1% |
| 3Y | +202.3% | +13.6% | +188.7% | +177.3% |
| 5Y | +248.9% | +7.8% | +241.1% | +236.6% |
| 10Y | +1,585.2% | +84.6% | +1,500.6% | +1,080.1% |
| All | +4,314.8% | +115.1% | +4,199.7% | +2,764.4% |
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