-44.0%
ACHR vs IDXX
+5.5%
-49.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.6% |
| 7D | -2.3% | -5.7% | +3.5% | +1.2% |
| 30D | -11.3% | -11.5% | +0.3% | -4.5% |
| 3M | +5.3% | -9.5% | +14.8% | +11.1% |
| 6M | -13.2% | -16.0% | +2.7% | -4.3% |
| YTD | -25.8% | -25.4% | -0.4% | -12.3% |
| 1Y | -34.3% | -21.8% | -12.5% | -25.7% |
| 3Y | -19.9% | +7.0% | -27.0% | -32.1% |
| 5Y | -42.7% | -26.0% | -16.7% | -42.3% |
| All | -44.0% | +5.5% | -49.5% | -55.0% |
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