+661.9%
AXP vs INDA
+115.1%
+546.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.5% |
| 30D | -6.5% | -0.8% | -5.7% | -6.1% |
| 3M | +4.6% | +3.9% | +0.7% | +2.2% |
| 6M | +5.4% | -0.7% | +6.1% | +5.7% |
| YTD | -11.1% | -7.7% | -3.5% | -6.8% |
| 1Y | -0.3% | -5.1% | +4.8% | +2.7% |
| 3Y | +111.6% | +13.6% | +97.9% | +94.5% |
| 5Y | +117.6% | +7.8% | +109.8% | +107.5% |
| 10Y | +474.1% | +84.6% | +389.5% | +298.6% |
| All | +661.9% | +115.1% | +546.8% | +379.8% |
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