+146.4%
INDA vs ARMK
+330.5%
-184.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | +6.2% | -0.7% | +6.9% | +6.3% |
| 30D | +12.4% | -1.3% | +13.7% | +12.5% |
| 3M | +3.2% | -2.5% | +5.6% | +3.3% |
| 6M | +3.8% | +20.8% | -17.0% | -1.1% |
| YTD | -4.3% | +48.2% | -52.5% | -13.1% |
| 1Y | -4.5% | +45.7% | -50.2% | -13.0% |
| 3Y | +17.1% | +96.6% | -79.5% | -2.2% |
| 5Y | +11.0% | +106.6% | -95.5% | -9.9% |
| 10Y | +107.5% | +132.6% | -25.1% | +57.5% |
| All | +146.4% | +330.5% | -184.1% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling