+50.4%
AMZN vs INDA
+8.7%
+41.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +2.8% | +1.1% | +1.7% | +1.8% |
| 30D | +5.0% | +9.4% | -4.4% | -3.3% |
| 3M | +0.6% | +2.9% | -2.4% | -2.1% |
| 6M | -1.3% | +7.2% | -8.5% | -7.5% |
| YTD | +15.5% | -4.8% | +20.3% | +20.5% |
| 1Y | +12.2% | -5.1% | +17.3% | +17.3% |
| 3Y | +87.0% | +16.7% | +70.3% | +51.2% |
| All | +50.4% | +8.7% | +41.7% | +26.8% |
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