+131.1%
INFY vs ARMK
+357.2%
-226.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.2% |
| 7D | -7.2% | +1.7% | -8.9% | -7.6% |
| 30D | -11.2% | +3.1% | -14.3% | -12.0% |
| 3M | -7.4% | +9.2% | -16.6% | -9.5% |
| 6M | -21.3% | +43.7% | -64.9% | -28.0% |
| YTD | -36.2% | +57.4% | -93.6% | -42.9% |
| 1Y | -31.3% | +51.9% | -83.1% | -38.0% |
| 3Y | -31.1% | +125.4% | -156.5% | -43.8% |
| 5Y | -44.9% | +149.1% | -193.9% | -56.7% |
| 10Y | +83.1% | +135.4% | -52.4% | +43.6% |
| All | +131.1% | +357.2% | -226.1% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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