+193.0%
ARM vs INDA
+14.4%
+178.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +5.3% |
| 7D | -5.3% | +6.1% | -11.4% | -13.0% |
| 30D | -30.0% | +11.7% | -41.7% | -40.6% |
| 3M | -34.1% | +2.1% | -36.1% | -35.9% |
| 6M | -12.6% | +3.2% | -15.8% | -16.0% |
| YTD | +70.4% | -4.9% | +75.3% | +81.4% |
| 1Y | +22.3% | -4.4% | +26.6% | +29.0% |
| 3Y | +261.2% | +17.6% | +243.6% | +197.3% |
| All | +193.0% | +14.4% | +178.6% | +151.8% |
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