+268.6%
ARM vs INDA
+16.8%
+251.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.4% |
| 7D | +9.1% | +1.1% | +8.0% | +7.5% |
| 30D | -19.9% | +9.4% | -29.3% | -29.8% |
| 3M | -31.6% | +2.9% | -34.6% | -34.4% |
| 6M | -13.9% | +7.2% | -21.1% | -21.4% |
| YTD | +74.3% | -4.8% | +79.1% | +85.1% |
| 1Y | +35.8% | -5.1% | +40.9% | +44.5% |
| 3Y | +268.6% | +16.7% | +251.9% | +272.8% |
| All | +268.6% | +16.8% | +251.8% | +272.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling