-40.7%
INFY vs BAM
+66.1%
-106.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -9.8% | -6.1% | -3.7% | -8.2% |
| 30D | -13.4% | -13.8% | +0.4% | -9.9% |
| 3M | -7.2% | +4.4% | -11.6% | -8.3% |
| 6M | -20.6% | +6.4% | -27.0% | -22.0% |
| YTD | -37.5% | -7.1% | -30.4% | -36.5% |
| 1Y | -33.4% | -11.8% | -21.6% | -31.7% |
| 3Y | -32.4% | +50.2% | -82.6% | -39.8% |
| All | -40.7% | +66.1% | -106.9% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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