+506.6%
APP vs INDA
+35.5%
+471.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -4.3% |
| 7D | +61.1% | +6.2% | +54.9% | +50.3% |
| 30D | +42.8% | +12.4% | +30.4% | +24.4% |
| 3M | +16.7% | +3.2% | +13.5% | +12.7% |
| 6M | -15.6% | +3.8% | -19.4% | -19.0% |
| YTD | -41.3% | -4.3% | -37.0% | -37.9% |
| 1Y | -39.3% | -4.5% | -34.8% | -35.7% |
| 3Y | +803.2% | +17.1% | +786.1% | +604.7% |
| 5Y | +313.2% | +11.0% | +302.1% | +248.3% |
| All | +506.6% | +35.5% | +471.1% | +339.1% |
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 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