-37.8%
AFRM vs IDXX
-26.3%
-11.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +1.6% |
| 7D | -8.5% | -4.3% | -4.2% | -4.0% |
| 30D | -11.4% | -13.7% | +2.3% | +4.0% |
| 3M | +8.2% | -9.1% | +17.3% | +18.4% |
| 6M | +36.6% | -15.4% | +52.0% | +61.5% |
| YTD | -8.7% | -25.1% | +16.5% | +23.5% |
| 1Y | -19.9% | -20.6% | +0.7% | -2.5% |
| 3Y | +202.6% | +8.7% | +193.8% | +103.1% |
| All | -37.8% | -26.3% | -11.5% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling