+85.9%
AXP vs INDA
+9.0%
+76.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | +3.1% | -5.2% | -4.6% |
| 30D | +2.7% | +9.1% | -6.5% | -4.5% |
| 3M | -7.3% | +3.2% | -10.5% | -9.8% |
| 6M | +1.8% | +8.5% | -6.7% | -5.0% |
| YTD | -13.1% | -4.6% | -8.4% | -9.6% |
| 1Y | -13.7% | -5.5% | -8.2% | -9.7% |
| 3Y | +113.1% | +16.7% | +96.4% | +77.5% |
| 5Y | +85.9% | +9.0% | +77.0% | +69.0% |
| All | +85.9% | +9.0% | +76.9% | +69.0% |
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 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