-20.2%
AMRZ vs INDA
-4.4%
-15.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -2.1% | +1.1% | -3.2% | -3.0% |
| 30D | +13.0% | +9.4% | +3.6% | +5.0% |
| 3M | -12.1% | +2.9% | -15.0% | -14.3% |
| 6M | -19.1% | +7.2% | -26.4% | -23.4% |
| YTD | -23.3% | -4.8% | -18.4% | -26.1% |
| 1Y | -16.6% | -5.1% | -11.5% | -19.9% |
| All | -20.2% | -4.4% | -15.8% | -22.9% |
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