+447.0%
INFY vs A
+434.5%
+12.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | -8.7% | -4.4% | -4.3% | -7.1% |
| 30D | -13.0% | -2.7% | -10.3% | -12.1% |
| 3M | -8.8% | +7.0% | -15.8% | -11.6% |
| 6M | -22.6% | +24.6% | -47.2% | -29.8% |
| YTD | -37.3% | +7.0% | -44.4% | -39.8% |
| 1Y | -33.4% | +15.6% | -48.9% | -38.1% |
| 3Y | -32.3% | +29.9% | -62.2% | -41.9% |
| 5Y | -45.2% | -15.4% | -29.9% | -45.5% |
| 10Y | +80.0% | +248.9% | -168.8% | -1.2% |
| All | +447.0% | +434.5% | +12.5% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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