+134.9%
AS vs INDA
+2.4%
+132.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -1.2% |
| 7D | +6.9% | +6.6% | +0.3% | +0.4% |
| 30D | +16.0% | +10.4% | +5.6% | +5.5% |
| 3M | -12.8% | +1.5% | -14.4% | -14.1% |
| 6M | -15.4% | +1.7% | -17.1% | -16.7% |
| YTD | -15.7% | -5.8% | -9.9% | -12.3% |
| 1Y | +6.1% | -5.1% | +11.2% | +9.6% |
| All | +134.9% | +2.4% | +132.5% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling