+26.1%
APD vs INDA
+7.2%
+18.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.4% |
| 7D | -2.5% | -1.0% | -1.5% | -2.0% |
| 30D | -1.9% | -2.5% | +0.7% | -0.7% |
| 3M | +8.2% | +4.0% | +4.3% | +6.1% |
| 6M | +10.7% | -1.8% | +12.5% | +11.3% |
| YTD | +22.9% | -9.2% | +32.1% | +28.9% |
| 1Y | +5.8% | -7.2% | +13.0% | +9.4% |
| 3Y | +7.8% | +9.8% | -2.1% | -3.1% |
| 5Y | +26.1% | +7.5% | +18.6% | +12.6% |
| All | +26.1% | +7.2% | +18.9% | +12.6% |
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 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