+100.6%
AMT vs INDA
+83.0%
+17.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -2.7% | -3.6% | +0.9% | -1.1% |
| 30D | +2.0% | -4.0% | +6.0% | +3.8% |
| 3M | -9.3% | +1.7% | -11.0% | -10.1% |
| 6M | -5.2% | -3.6% | -1.6% | -4.0% |
| YTD | +0.5% | -11.0% | +11.4% | +5.3% |
| 1Y | -7.3% | -9.5% | +2.2% | -3.6% |
| 3Y | +6.2% | +7.6% | -1.4% | +0.4% |
| 5Y | -31.2% | +4.8% | -36.0% | -34.5% |
| All | +100.6% | +83.0% | +17.6% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling