-18.4%
INFY vs ABCL
-82.1%
+63.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.2% |
| 7D | -5.4% | -4.7% | -0.7% | -5.1% |
| 30D | -9.9% | +5.2% | -15.0% | -10.4% |
| 3M | -4.6% | +106.6% | -111.2% | -10.7% |
| 6M | -18.5% | +198.4% | -216.8% | -26.2% |
| YTD | -36.5% | +218.4% | -255.0% | -43.2% |
| 1Y | -32.8% | +136.2% | -169.0% | -38.7% |
| 3Y | -32.2% | +103.2% | -135.4% | -39.5% |
| 5Y | -44.7% | -42.7% | -2.0% | -47.7% |
| All | -18.4% | -82.1% | +63.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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