+165.2%
INFY vs AG
+439.9%
-274.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.8% |
| 7D | -7.2% | +4.5% | -11.7% | -7.6% |
| 30D | -11.2% | +12.9% | -24.0% | -12.3% |
| 3M | -7.4% | +20.9% | -28.4% | -9.5% |
| 6M | -21.3% | -19.5% | -1.7% | -20.6% |
| YTD | -36.2% | +24.8% | -61.0% | -38.9% |
| 1Y | -31.3% | +120.2% | -151.5% | -38.4% |
| 3Y | -31.1% | +279.0% | -310.1% | -43.6% |
| 5Y | -44.9% | +67.9% | -112.8% | -52.4% |
| 10Y | +83.1% | +57.5% | +25.6% | +44.8% |
| All | +165.2% | +439.9% | -274.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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