+84.4%
INDA vs ARMK
+134.7%
-50.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | -2.9% | +2.4% | -5.3% | -3.5% |
| 3M | +2.4% | +6.1% | -3.7% | +0.9% |
| 6M | -2.6% | +41.8% | -44.4% | -9.9% |
| YTD | -10.0% | +55.5% | -65.5% | -18.5% |
| 1Y | -7.7% | +49.6% | -57.2% | -15.8% |
| 3Y | +8.9% | +122.8% | -113.9% | -10.7% |
| 5Y | +6.0% | +151.0% | -145.0% | -16.7% |
| 10Y | +84.4% | +137.9% | -53.6% | +46.2% |
| All | +84.4% | +134.7% | -50.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling