-9.4%
INFY vs ABCL
-81.0%
+71.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.1% |
| 7D | -4.0% | +4.4% | -8.4% | -4.3% |
| 30D | +7.8% | -7.9% | +15.7% | +8.0% |
| 3M | +0.1% | +12.2% | -12.1% | -1.5% |
| 6M | +4.2% | +134.7% | -130.6% | -4.2% |
| YTD | -29.5% | +239.8% | -269.3% | -37.5% |
| 1Y | -26.5% | +192.7% | -219.2% | -34.2% |
| 3Y | -19.8% | +187.6% | -207.4% | -30.6% |
| 5Y | -40.9% | -22.6% | -18.3% | -45.1% |
| All | -9.4% | -81.0% | +71.6% | -11.7% |
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 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