-16.6%
AMRZ vs INDA
-4.5%
-12.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.4% |
| 7D | -1.1% | +6.1% | -7.2% | -5.8% |
| 30D | +18.3% | +11.7% | +6.6% | +8.2% |
| 3M | -8.0% | +2.1% | -10.0% | -9.6% |
| 6M | -18.7% | +3.2% | -21.8% | -21.0% |
| YTD | -19.8% | -4.9% | -15.0% | -22.8% |
| 1Y | -12.3% | -4.4% | -8.0% | -15.6% |
| All | -16.6% | -4.5% | -12.2% | -19.4% |
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