-19.3%
AFRM vs IDXX
-16.0%
-3.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.2% |
| 7D | -7.0% | -3.5% | -3.4% | -5.1% |
| 30D | -7.8% | -8.4% | +0.6% | -3.3% |
| 3M | +5.3% | -5.2% | +10.5% | +8.1% |
| 6M | +42.6% | -17.5% | +60.1% | +56.3% |
| YTD | -2.8% | -20.9% | +18.1% | +8.4% |
| 1Y | -19.3% | -16.4% | -2.9% | -11.0% |
| All | -19.3% | -16.0% | -3.3% | -11.0% |
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 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