+59.9%
AMGN vs INDA
+6.8%
+53.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.8% |
| 7D | -13.9% | -3.6% | -10.3% | -12.5% |
| 30D | -7.1% | -4.0% | -3.2% | -5.5% |
| 3M | +13.9% | +1.7% | +12.2% | +13.2% |
| 6M | +3.2% | -3.6% | +6.9% | +4.8% |
| YTD | +19.2% | -11.0% | +30.2% | +24.8% |
| 1Y | +41.1% | -9.5% | +50.6% | +46.7% |
| All | +59.9% | +6.8% | +53.1% | +49.0% |
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