+295.8%
AFL vs IDXX
+360.5%
-64.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.6% | -5.7% | +4.1% | -0.5% |
| 30D | -4.0% | -11.5% | +7.5% | -1.8% |
| 3M | -0.5% | -9.5% | +9.0% | +1.2% |
| 6M | +6.5% | -16.0% | +22.5% | +9.7% |
| YTD | +6.2% | -25.4% | +31.6% | +11.7% |
| 1Y | +8.3% | -21.8% | +30.1% | +12.3% |
| 3Y | +62.5% | +7.0% | +55.5% | +52.4% |
| 5Y | +136.2% | -26.0% | +162.1% | +137.0% |
| All | +295.8% | +360.5% | -64.7% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling