+20.3%
ARM vs INDA
-4.7%
+25.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +5.2% |
| 7D | -5.3% | +6.1% | -11.4% | -13.3% |
| 30D | -30.0% | +11.7% | -41.7% | -41.4% |
| 3M | -34.1% | +2.1% | -36.1% | -35.7% |
| 6M | -12.6% | +3.2% | -15.8% | -16.2% |
| YTD | +70.4% | -4.9% | +75.3% | +62.2% |
| All | +20.3% | -4.7% | +25.0% | +14.4% |
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