-58.9%
AMC vs INDA
+16.8%
-75.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | +3.5% | +1.1% | +2.4% | +2.4% |
| 30D | +12.5% | +9.4% | +3.1% | +2.7% |
| 3M | +23.6% | +2.9% | +20.6% | +20.1% |
| 6M | +144.4% | +7.2% | +137.1% | +128.4% |
| YTD | +108.3% | -4.8% | +113.1% | +117.7% |
| 1Y | +38.9% | -5.1% | +44.0% | +45.2% |
| 3Y | -58.9% | +16.7% | -75.5% | -73.4% |
| All | -58.9% | +16.8% | -75.7% | -73.4% |
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 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