-34.0%
APA vs INDA
+121.8%
-155.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | +8.5% | +1.1% | +7.4% | +7.7% |
| 30D | +2.8% | +9.4% | -6.6% | -3.6% |
| 3M | +21.7% | +2.9% | +18.8% | +18.6% |
| 6M | +32.6% | +7.2% | +25.4% | +24.8% |
| YTD | +103.7% | -4.8% | +108.5% | +104.7% |
| 1Y | +101.8% | -5.1% | +106.9% | +103.0% |
| 3Y | +48.1% | +16.7% | +31.4% | +26.5% |
| 5Y | +91.9% | +8.8% | +83.1% | +72.9% |
| 10Y | +8.4% | +116.2% | -107.9% | -35.5% |
| All | -34.0% | +121.8% | -155.8% | -62.1% |
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