-15.4%
INFY vs JAAA
+29.3%
-44.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -9.8% | +0.1% | -9.8% | -9.9% |
| 30D | -13.4% | +0.4% | -13.8% | -14.0% |
| 3M | -7.2% | +1.2% | -8.4% | -8.9% |
| 6M | -20.6% | +2.7% | -23.3% | -23.7% |
| YTD | -37.5% | +3.2% | -40.6% | -40.3% |
| 1Y | -33.4% | +4.8% | -38.2% | -37.8% |
| 3Y | -32.4% | +19.0% | -51.4% | -42.4% |
| 5Y | -45.5% | +26.8% | -72.3% | -55.9% |
| All | -15.4% | +29.3% | -44.7% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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