-13.7%
INFY vs ABCL
-81.3%
+67.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -6.2% | +93.1% | -99.3% | -11.3% |
| 3M | -4.9% | +79.4% | -84.3% | -9.9% |
| 6M | -16.6% | +214.9% | -231.5% | -24.8% |
| YTD | -32.9% | +234.2% | -267.1% | -40.1% |
| 1Y | -26.9% | +174.8% | -201.6% | -34.1% |
| 3Y | -26.6% | +104.5% | -131.1% | -34.5% |
| 5Y | -44.1% | -39.0% | -5.1% | -47.4% |
| All | -13.7% | -81.3% | +67.6% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling