+5.9%
AFRM vs IDXX
-2.6%
+8.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.9% | +1.1% | +3.4% |
| 7D | +3.1% | +24.1% | -21.0% | -6.2% |
| 30D | +1.1% | +32.5% | -31.4% | -12.0% |
| 3M | -3.2% | +18.8% | -22.0% | -9.3% |
| 6M | +12.7% | +24.0% | -11.4% | +1.5% |
| YTD | +1.6% | +3.3% | -1.7% | +5.1% |
| 1Y | +5.9% | -3.3% | +9.1% | +14.5% |
| All | +5.9% | -2.6% | +8.5% | +14.5% |
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