+78.9%
INFY vs AME
+445.1%
-366.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.1% |
| 7D | -5.4% | +1.7% | -7.1% | -6.1% |
| 30D | -9.9% | -6.4% | -3.4% | -7.5% |
| 3M | -4.6% | +7.1% | -11.7% | -8.0% |
| 6M | -18.5% | +8.2% | -26.6% | -22.3% |
| YTD | -36.5% | +18.2% | -54.7% | -42.0% |
| 1Y | -32.8% | +26.7% | -59.5% | -40.7% |
| 3Y | -32.2% | +60.7% | -92.9% | -47.5% |
| 5Y | -44.7% | +91.6% | -136.3% | -61.1% |
| All | +78.9% | +445.1% | -366.2% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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