+39.3%
INDA vs ABCL
-81.3%
+120.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | -0.8% | +93.1% | -93.9% | -4.3% |
| 3M | +3.9% | +79.4% | -75.5% | +0.4% |
| 6M | -0.7% | +214.9% | -215.6% | -7.0% |
| YTD | -7.7% | +234.2% | -241.9% | -14.1% |
| 1Y | -5.1% | +174.8% | -179.9% | -11.2% |
| 3Y | +13.6% | +104.5% | -90.8% | +5.9% |
| 5Y | +7.8% | -39.0% | +46.8% | +4.3% |
| All | +39.3% | -81.3% | +120.6% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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