+192.0%
INFY vs AMCR
+93.5%
+98.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.8% |
| 7D | -5.4% | -6.3% | +0.9% | -4.0% |
| 30D | -9.9% | -7.8% | -2.1% | -8.2% |
| 3M | -4.6% | +7.5% | -12.1% | -6.0% |
| 6M | -18.5% | +2.7% | -21.2% | -19.2% |
| YTD | -36.5% | +6.0% | -42.6% | -37.9% |
| 1Y | -32.8% | +7.8% | -40.5% | -34.6% |
| 3Y | -32.2% | +5.8% | -38.0% | -34.5% |
| 5Y | -44.7% | -11.6% | -33.1% | -44.5% |
| 10Y | +82.3% | +14.6% | +67.7% | +66.8% |
| All | +192.0% | +93.5% | +98.5% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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