+126.4%
INDA vs AMBA
+722.2%
-595.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.4% | +1.0% |
| 7D | +5.5% | -14.6% | +20.1% | +7.2% |
| 30D | +7.0% | -18.8% | +25.8% | +9.3% |
| 3M | -0.6% | -32.6% | +32.0% | +3.3% |
| 6M | +1.7% | -25.8% | +27.6% | +2.9% |
| YTD | -7.5% | -22.1% | +14.7% | -7.5% |
| 1Y | -7.9% | -36.2% | +28.3% | -6.3% |
| 3Y | +14.1% | +10.0% | +4.1% | +4.7% |
| 5Y | +7.4% | -71.6% | +79.0% | +10.5% |
| 10Y | +98.7% | -4.7% | +103.4% | +63.8% |
| All | +126.4% | +722.2% | -595.8% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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