+154.1%
INFY vs AVAV
+478.6%
-324.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | -2.9% | -2.2% | -0.7% | -2.6% |
| 30D | -6.2% | -13.9% | +7.7% | -4.4% |
| 3M | -4.9% | -29.2% | +24.3% | -1.3% |
| 6M | -16.6% | -36.1% | +19.5% | -12.8% |
| YTD | -32.9% | -40.2% | +7.3% | -30.1% |
| 1Y | -26.9% | -36.2% | +9.3% | -25.3% |
| 3Y | -26.6% | +47.5% | -74.1% | -37.7% |
| 5Y | -44.1% | +39.3% | -83.3% | -54.1% |
| 10Y | +90.0% | +482.6% | -392.6% | +7.0% |
| All | +154.1% | +478.6% | -324.5% | +13.3% |
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