-25.2%
AFRM vs IDXX
+4.8%
-30.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +2.7% |
| 7D | +3.1% | -4.6% | +7.6% | +8.2% |
| 30D | -4.2% | -11.3% | +7.1% | +8.9% |
| 3M | +10.1% | -7.3% | +17.4% | +17.7% |
| 6M | +39.4% | -14.5% | +53.9% | +62.8% |
| YTD | -3.2% | -23.1% | +19.9% | +26.8% |
| 1Y | -16.1% | -20.3% | +4.2% | +2.0% |
| 3Y | +220.8% | +11.7% | +209.1% | +113.9% |
| 5Y | -17.7% | -24.4% | +6.7% | -8.3% |
| All | -25.2% | +4.8% | -30.0% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling