+228.9%
ARM vs INDA
+15.9%
+212.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +2.3% |
| 7D | -15.2% | +6.6% | -21.9% | -22.8% |
| 30D | -40.7% | +10.4% | -51.0% | -48.8% |
| 3M | -39.1% | +1.5% | -40.6% | -40.5% |
| 6M | -26.4% | +1.7% | -28.1% | -27.9% |
| YTD | +59.7% | -5.8% | +65.6% | +72.3% |
| 1Y | +10.3% | -5.1% | +15.4% | +17.5% |
| 3Y | +228.9% | +16.0% | +212.9% | +187.9% |
| All | +228.9% | +15.9% | +212.9% | +187.9% |
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