+17.2%
ARM vs INDA
-4.2%
+21.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.5% |
| 7D | -10.4% | +6.2% | -16.6% | -18.0% |
| 30D | -31.8% | +12.4% | -44.2% | -43.4% |
| 3M | -32.2% | +3.2% | -35.4% | -35.0% |
| 6M | -14.9% | +3.8% | -18.7% | -19.1% |
| YTD | +66.0% | -4.3% | +70.3% | +56.6% |
| 1Y | +17.2% | -4.5% | +21.7% | +10.4% |
| All | +17.2% | -4.2% | +21.4% | +10.4% |
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