+78.9%
INFY vs ACM
+134.0%
-55.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.1% |
| 7D | -5.4% | -4.6% | -0.8% | -3.9% |
| 30D | -9.9% | +4.1% | -13.9% | -11.2% |
| 3M | -4.6% | -8.3% | +3.7% | -2.3% |
| 6M | -18.5% | -30.1% | +11.6% | -9.3% |
| YTD | -36.5% | -32.6% | -3.9% | -28.5% |
| 1Y | -32.8% | -49.6% | +16.8% | -17.6% |
| 3Y | -32.2% | -23.0% | -9.2% | -28.3% |
| 5Y | -44.7% | +2.0% | -46.7% | -47.1% |
| All | +78.9% | +134.0% | -55.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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