-15.1%
AMRZ vs INDA
-5.0%
-10.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.9% | +0.7% | -2.6% | -2.5% |
| 30D | -16.9% | -0.8% | -16.1% | -16.4% |
| 3M | -19.2% | +3.9% | -23.1% | -21.7% |
| 6M | -29.3% | -0.7% | -28.6% | -30.5% |
| YTD | -18.0% | -7.7% | -10.3% | -18.0% |
| 1Y | -15.1% | -5.1% | -10.0% | -15.6% |
| All | -15.1% | -5.0% | -10.1% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling