-18.5%
AMRZ vs INDA
-5.4%
-13.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -3.2% |
| 7D | +1.2% | +6.6% | -5.5% | -4.0% |
| 30D | +15.1% | +10.4% | +4.7% | +6.2% |
| 3M | -18.1% | +1.5% | -19.6% | -19.2% |
| 6M | -23.5% | +1.7% | -25.2% | -24.8% |
| YTD | -21.6% | -5.8% | -15.8% | -23.9% |
| 1Y | -14.7% | -5.1% | -9.7% | -17.2% |
| All | -18.5% | -5.4% | -13.0% | -20.6% |
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 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