+171.7%
INFY vs ACM
+228.1%
-56.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | -7.2% | -0.3% | -7.0% | -7.1% |
| 30D | -11.2% | -12.9% | +1.7% | -6.9% |
| 3M | -7.4% | -6.4% | -1.0% | -5.6% |
| 6M | -21.3% | -29.2% | +8.0% | -11.1% |
| YTD | -36.2% | -29.9% | -6.2% | -27.7% |
| 1Y | -31.3% | -47.3% | +16.0% | -13.8% |
| 3Y | -31.1% | -19.6% | -11.4% | -27.7% |
| 5Y | -44.9% | +5.5% | -50.4% | -48.9% |
| 10Y | +83.1% | +129.7% | -46.6% | +13.5% |
| All | +171.7% | +228.1% | -56.4% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling