+957.8%
AAOI vs IDXX
+930.6%
+27.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -0.2% | -5.7% | +5.6% | +2.4% |
| 30D | -23.7% | -11.5% | -12.2% | -20.0% |
| 3M | -39.0% | -9.5% | -29.5% | -37.8% |
| 6M | -17.0% | -16.0% | -1.1% | -13.5% |
| YTD | +202.2% | -25.4% | +227.6% | +230.5% |
| 1Y | +292.4% | -21.8% | +314.2% | +313.3% |
| 3Y | +804.4% | +7.0% | +797.3% | +695.8% |
| 5Y | +1,318.0% | -26.0% | +1,344.0% | +1,319.5% |
| 10Y | +436.7% | +358.9% | +77.8% | +178.1% |
| All | +957.8% | +930.6% | +27.2% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling