+166.9%
INFY vs AVAV
+370.1%
-203.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -1.7% | +4.2% | -5.9% | -2.4% |
| 30D | +7.1% | -2.6% | +9.6% | +6.7% |
| 3M | -1.0% | -38.0% | +37.0% | +4.9% |
| 6M | +5.9% | -27.0% | +32.9% | +7.9% |
| YTD | -29.5% | -51.4% | +21.9% | -25.1% |
| 1Y | -26.0% | -60.2% | +34.3% | -19.2% |
| 3Y | -19.4% | -6.7% | -12.8% | -26.8% |
| 5Y | -40.9% | +28.3% | -69.2% | -51.6% |
| 10Y | +121.9% | +320.5% | -198.6% | +31.2% |
| All | +166.9% | +370.1% | -203.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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