+7.9%
AMT vs INDA
+10.1%
-2.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | +1.8% | -2.5% | +4.4% | +2.2% |
| 3M | -6.2% | +4.0% | -10.2% | -6.8% |
| 6M | -5.0% | -1.8% | -3.2% | -4.9% |
| YTD | +2.1% | -9.2% | +11.2% | +3.3% |
| 1Y | -5.7% | -7.2% | +1.4% | -4.9% |
| 3Y | +7.9% | +9.8% | -1.9% | -0.6% |
| All | +7.9% | +10.1% | -2.2% | -0.6% |
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