+111.6%
INDA vs AMP
+1,394.2%
-1,282.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -1.0% | +2.6% | -3.6% | -1.9% |
| 30D | -2.5% | +0.8% | -3.4% | -2.9% |
| 3M | +4.0% | +24.3% | -20.3% | -4.4% |
| 6M | -1.8% | +20.6% | -22.4% | -8.8% |
| YTD | -9.2% | +14.6% | -23.8% | -14.5% |
| 1Y | -7.2% | +14.5% | -21.7% | -12.9% |
| 3Y | +9.8% | +67.9% | -58.1% | -13.6% |
| 5Y | +7.5% | +122.5% | -115.0% | -26.9% |
| 10Y | +80.8% | +573.3% | -492.5% | -32.0% |
| All | +111.6% | +1,394.2% | -1,282.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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