+296.4%
ARM vs INDA
+11.0%
+285.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.5% | +0.7% | +4.7% | +4.4% |
| 30D | -8.2% | -0.8% | -7.4% | -7.2% |
| 3M | -35.9% | +3.9% | -39.9% | -38.8% |
| 6M | +103.1% | -0.7% | +103.8% | +105.9% |
| YTD | +130.6% | -7.7% | +138.3% | +155.9% |
| 1Y | +86.1% | -5.1% | +91.2% | +98.6% |
| All | +296.4% | +11.0% | +285.4% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling