+418.0%
APD vs INDA
+115.1%
+302.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | +2.1% | -0.8% | +2.9% | +2.5% |
| 3M | +7.2% | +3.9% | +3.2% | +5.1% |
| 6M | +11.2% | -0.7% | +12.0% | +11.0% |
| YTD | +24.4% | -7.7% | +32.0% | +28.5% |
| 1Y | +6.7% | -5.1% | +11.8% | +8.6% |
| 3Y | +9.2% | +13.6% | -4.4% | +0.9% |
| 5Y | +27.4% | +7.8% | +19.6% | +20.4% |
| 10Y | +164.8% | +84.6% | +80.2% | +88.9% |
| All | +418.0% | +115.1% | +302.8% | +244.3% |
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