+2,347.1%
INFY vs AIG
-90.0%
+2,437.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -9.8% | -2.4% | -7.4% | -9.3% |
| 30D | -13.4% | -2.9% | -10.5% | -12.9% |
| 3M | -7.2% | +0.8% | -8.0% | -7.3% |
| 6M | -20.6% | -2.7% | -18.0% | -20.2% |
| YTD | -37.5% | -11.2% | -26.3% | -36.1% |
| 1Y | -33.4% | -1.5% | -31.9% | -33.4% |
| 3Y | -32.4% | +34.4% | -66.8% | -36.7% |
| 5Y | -45.5% | +54.4% | -99.9% | -50.8% |
| 10Y | +79.7% | +64.4% | +15.3% | +52.9% |
| All | +2,347.1% | -90.0% | +2,437.0% | +2,988.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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