-40.5%
INFY vs UMAC
+473.8%
-514.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +1.5% |
| 7D | -5.4% | -3.4% | -2.0% | -5.4% |
| 30D | -9.9% | -15.1% | +5.2% | -9.9% |
| 3M | -4.6% | -10.8% | +6.2% | -4.4% |
| 6M | -18.5% | +15.7% | -34.1% | -18.3% |
| YTD | -36.5% | +80.1% | -116.7% | -36.5% |
| 1Y | -32.8% | +116.7% | -149.5% | -32.7% |
| All | -40.5% | +473.8% | -514.2% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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