+19.3%
ARM vs INDA
-7.3%
+26.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.7% | -8.0% | -9.2% |
| 7D | -18.7% | +6.9% | -25.6% | -27.0% |
| 30D | -36.7% | +7.4% | -44.1% | -43.7% |
| 3M | -31.6% | -1.0% | -30.6% | -30.4% |
| 6M | -5.6% | +2.9% | -8.5% | -8.7% |
| YTD | +75.5% | -7.4% | +82.9% | +73.8% |
| 1Y | +19.3% | -7.4% | +26.7% | +17.7% |
| All | +19.3% | -7.3% | +26.6% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling