-45.5%
INFY vs ALM
+856.4%
-901.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | 0.0% |
| 7D | -9.8% | -7.1% | -2.6% | -9.7% |
| 30D | -13.4% | +24.7% | -38.1% | -13.8% |
| 3M | -7.2% | +8.3% | -15.5% | -7.6% |
| 6M | -20.6% | -22.2% | +1.6% | -20.4% |
| YTD | -37.5% | +88.1% | -125.5% | -39.3% |
| 1Y | -33.4% | +272.4% | -305.7% | -37.3% |
| 3Y | -32.4% | +2,004.1% | -2,036.6% | -42.7% |
| 5Y | -45.5% | +915.8% | -961.3% | -53.3% |
| All | -45.5% | +856.4% | -901.9% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling