-25.9%
AFRM vs IDXX
+1.7%
-27.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.4% | +5.5% |
| 7D | -1.3% | -5.7% | +4.5% | +5.3% |
| 30D | -2.7% | -11.5% | +8.9% | +11.0% |
| 3M | +7.4% | -9.5% | +17.0% | +18.2% |
| 6M | +40.7% | -16.0% | +56.6% | +67.3% |
| YTD | -4.0% | -25.4% | +21.4% | +30.0% |
| 1Y | -12.2% | -21.8% | +9.5% | +8.7% |
| 3Y | +203.1% | +7.0% | +196.1% | +112.9% |
| 5Y | -42.2% | -26.0% | -16.3% | -34.1% |
| All | -25.9% | +1.7% | -27.6% | -30.0% |
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 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