+219.8%
ARM vs INDA
+14.8%
+205.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.3% | +12.3% | +12.4% |
| 7D | +6.0% | +3.1% | +2.9% | +1.7% |
| 30D | -20.3% | +11.3% | -31.6% | -31.9% |
| 3M | -24.4% | +3.0% | -27.4% | -27.5% |
| 6M | -4.4% | +6.5% | -10.9% | -11.9% |
| YTD | +86.0% | -4.6% | +90.6% | +96.9% |
| 1Y | +35.8% | -5.8% | +41.6% | +46.1% |
| 3Y | +289.1% | +16.8% | +272.3% | +222.9% |
| All | +219.8% | +14.8% | +205.0% | +173.3% |
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 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