+43.9%
INDA vs ABCL
-81.0%
+124.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.1% |
| 7D | +3.1% | +4.4% | -1.3% | +2.8% |
| 30D | +9.1% | -7.9% | +17.0% | +9.4% |
| 3M | +3.2% | +12.2% | -9.0% | +2.2% |
| 6M | +8.5% | +134.7% | -126.3% | +2.9% |
| YTD | -4.6% | +239.8% | -244.4% | -11.6% |
| 1Y | -5.5% | +192.7% | -198.2% | -11.8% |
| 3Y | +16.7% | +187.6% | -170.9% | +6.5% |
| 5Y | +9.0% | -22.6% | +31.6% | +4.4% |
| All | +43.9% | -81.0% | +124.8% | +43.9% |
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