-61.0%
AMC vs INDA
+16.9%
-77.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +7.2% |
| 7D | +6.6% | +6.1% | +0.5% | +0.4% |
| 30D | +14.1% | +11.7% | +2.4% | +2.2% |
| 3M | +31.3% | +2.1% | +29.2% | +28.7% |
| 6M | +126.7% | +3.2% | +123.5% | +120.5% |
| YTD | +117.9% | -4.9% | +122.8% | +127.6% |
| 1Y | +41.1% | -4.4% | +45.4% | +46.4% |
| 3Y | -61.0% | +17.6% | -78.5% | -70.7% |
| All | -61.0% | +16.9% | -77.9% | -70.7% |
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