+78.9%
INFY vs ACGL
+276.6%
-197.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -5.4% | -2.0% | -3.3% | -4.7% |
| 30D | -9.9% | -1.2% | -8.6% | -9.5% |
| 3M | -4.6% | +5.4% | -10.0% | -6.0% |
| 6M | -18.5% | +1.4% | -19.8% | -18.7% |
| YTD | -36.5% | +0.2% | -36.7% | -36.7% |
| 1Y | -32.8% | +4.1% | -36.9% | -33.9% |
| 3Y | -32.2% | +28.2% | -60.4% | -39.6% |
| 5Y | -44.7% | +159.5% | -204.2% | -63.7% |
| All | +78.9% | +276.6% | -197.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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