-99.0%
AMC vs INDA
+83.0%
-182.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.2% |
| 7D | -7.1% | -3.6% | -3.5% | -4.5% |
| 30D | -1.7% | -4.0% | +2.3% | +1.3% |
| 3M | +13.5% | +1.7% | +11.7% | +12.3% |
| 6M | +112.6% | -3.6% | +116.3% | +120.4% |
| YTD | +51.3% | -11.0% | +62.3% | +65.6% |
| 1Y | -14.5% | -9.5% | -5.0% | -7.8% |
| 3Y | -67.1% | +7.6% | -74.8% | -68.5% |
| 5Y | -99.5% | +4.8% | -104.3% | -99.5% |
| All | -99.0% | +83.0% | -182.0% | -99.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling