+190.1%
AU vs INDA
+109.8%
+80.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | +0.6% | -2.6% | +3.3% | +1.6% |
| 30D | +12.3% | -2.9% | +15.2% | +13.5% |
| 3M | +29.4% | +2.4% | +27.0% | +28.5% |
| 6M | +3.2% | -2.6% | +5.8% | +4.7% |
| YTD | +31.8% | -10.0% | +41.8% | +37.0% |
| 1Y | +83.4% | -7.7% | +91.1% | +89.2% |
| 3Y | +623.1% | +8.9% | +614.2% | +607.3% |
| 5Y | +700.5% | +6.0% | +694.5% | +686.6% |
| 10Y | +717.6% | +84.4% | +633.2% | +559.1% |
| All | +190.1% | +109.8% | +80.3% | +113.0% |
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