-99.4%
AMC vs INDA
+8.8%
-108.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +2.3% | +0.7% | +1.6% | +1.4% |
| 30D | -0.7% | -0.8% | 0.0% | +0.3% |
| 3M | +35.2% | +3.9% | +31.3% | +28.8% |
| 6M | +124.6% | -0.7% | +125.3% | +129.5% |
| YTD | +69.9% | -7.7% | +77.5% | +90.0% |
| 1Y | -2.6% | -5.1% | +2.5% | +4.3% |
| 3Y | -79.8% | +13.6% | -93.4% | -84.3% |
| All | -99.4% | +8.8% | -108.3% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling