+78.9%
INFY vs ALM
+2,589.2%
-2,510.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +1.6% |
| 7D | -5.4% | -11.8% | +6.5% | -5.2% |
| 30D | -9.9% | +7.8% | -17.6% | -10.0% |
| 3M | -4.6% | -9.3% | +4.7% | -4.6% |
| 6M | -18.5% | -30.5% | +12.0% | -18.2% |
| YTD | -36.5% | +75.8% | -112.4% | -37.8% |
| 1Y | -32.8% | +241.2% | -273.9% | -35.3% |
| 3Y | -32.2% | +1,872.6% | -1,904.8% | -38.3% |
| 5Y | -44.7% | +849.6% | -894.3% | -49.3% |
| All | +78.9% | +2,589.2% | -2,510.4% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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