+528.8%
APP vs INDA
+34.7%
+494.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.6% |
| 7D | +79.2% | +6.1% | +73.0% | +67.5% |
| 30D | +48.0% | +11.7% | +36.3% | +30.0% |
| 3M | +18.2% | +2.1% | +16.2% | +15.8% |
| 6M | -12.5% | +3.2% | -15.6% | -15.4% |
| YTD | -39.2% | -4.9% | -34.3% | -35.1% |
| 1Y | -33.9% | -4.4% | -29.5% | -30.0% |
| 3Y | +933.3% | +17.6% | +915.7% | +701.5% |
| 5Y | +295.9% | +9.9% | +286.0% | +237.7% |
| All | +528.8% | +34.7% | +494.1% | +358.7% |
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