-36.3%
APA vs INDA
+122.4%
-158.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.8% | +3.8% |
| 7D | +5.1% | +3.1% | +1.9% | +2.9% |
| 30D | +0.3% | +11.3% | -11.0% | -6.9% |
| 3M | +15.6% | +3.0% | +12.7% | +12.7% |
| 6M | +28.9% | +6.5% | +22.4% | +21.8% |
| YTD | +96.6% | -4.6% | +101.1% | +97.2% |
| 1Y | +95.5% | -5.8% | +101.3% | +97.7% |
| 3Y | +41.8% | +16.8% | +25.0% | +21.1% |
| 5Y | +85.4% | +10.4% | +75.0% | +65.3% |
| 10Y | +4.5% | +116.8% | -112.3% | -37.8% |
| All | -36.3% | +122.4% | -158.7% | -63.5% |
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 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