+61.0%
AA vs IDXX
-16.0%
+77.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -0.7% | -3.5% | +2.8% | -0.1% |
| 30D | +5.0% | -8.4% | +13.4% | +6.5% |
| 3M | -35.8% | -5.2% | -30.6% | -35.1% |
| 6M | -18.4% | -17.5% | -0.9% | -14.4% |
| YTD | -5.5% | -20.9% | +15.4% | 0.0% |
| 1Y | +61.0% | -16.4% | +77.4% | +68.1% |
| All | +61.0% | -16.0% | +77.0% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling