+115.1%
INDA vs ACM
+203.5%
-88.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.7% | -3.7% | +4.5% | +1.8% |
| 30D | -0.8% | -11.1% | +10.3% | +2.2% |
| 3M | +3.9% | -8.0% | +11.9% | +5.7% |
| 6M | -0.7% | -29.7% | +28.9% | +9.1% |
| YTD | -7.7% | -29.4% | +21.7% | +0.8% |
| 1Y | -5.1% | -46.4% | +41.3% | +12.0% |
| 3Y | +13.6% | -22.3% | +36.0% | +17.4% |
| 5Y | +7.8% | +4.5% | +3.3% | -0.8% |
| 10Y | +84.6% | +127.6% | -43.0% | +24.0% |
| All | +115.1% | +203.5% | -88.3% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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