+391.7%
APP vs INFY
-24.6%
+416.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.5% | +4.3% |
| 7D | +0.9% | -2.9% | +3.8% | +2.7% |
| 30D | -23.3% | -6.2% | -17.0% | -20.0% |
| 3M | -42.6% | -4.9% | -37.7% | -41.8% |
| 6M | -33.6% | -16.6% | -17.0% | -26.6% |
| YTD | -52.4% | -32.9% | -19.5% | -38.5% |
| 1Y | -35.9% | -26.9% | -9.0% | -24.6% |
| 3Y | +642.2% | -26.6% | +668.8% | +732.5% |
| 5Y | +311.1% | -44.1% | +355.1% | +499.6% |
| All | +391.7% | -24.6% | +416.3% | +470.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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