-97.7%
AMC vs INDA
+140.7%
-238.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.8% |
| 7D | +2.6% | +6.6% | -4.0% | -1.5% |
| 30D | +9.0% | +10.4% | -1.3% | +2.4% |
| 3M | +22.2% | +1.5% | +20.6% | +21.2% |
| 6M | +91.5% | +1.7% | +89.7% | +90.4% |
| YTD | +101.3% | -5.8% | +107.1% | +111.2% |
| 1Y | +20.8% | -5.1% | +25.9% | +25.9% |
| 3Y | -71.3% | +16.0% | -87.3% | -73.6% |
| 5Y | -99.2% | +9.3% | -108.5% | -99.3% |
| 10Y | -98.7% | +102.1% | -200.9% | -99.1% |
| All | -97.7% | +140.7% | -238.4% | -98.6% |
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