+4.4%
APA vs INDA
+115.8%
-111.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +9.6% | +3.1% | +6.6% | +7.2% |
| 30D | -0.2% | +9.1% | -9.4% | -7.0% |
| 3M | +19.8% | +3.2% | +16.6% | +16.2% |
| 6M | +30.1% | +8.5% | +21.6% | +20.3% |
| YTD | +100.4% | -4.6% | +105.0% | +101.6% |
| 1Y | +105.2% | -5.5% | +110.7% | +107.8% |
| 3Y | +44.6% | +16.7% | +27.9% | +19.5% |
| 5Y | +88.8% | +9.0% | +79.8% | +65.8% |
| All | +4.4% | +115.8% | -111.4% | -39.5% |
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