+61.6%
AG vs IDXX
+360.5%
-298.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.8% |
| 7D | -6.7% | -5.7% | -1.0% | -5.3% |
| 30D | +2.2% | -11.5% | +13.7% | +5.4% |
| 3M | +15.7% | -9.5% | +25.2% | +18.3% |
| 6M | -23.8% | -16.0% | -7.8% | -20.6% |
| YTD | +17.6% | -25.4% | +43.0% | +26.7% |
| 1Y | +88.6% | -21.8% | +110.4% | +99.8% |
| 3Y | +253.4% | +7.0% | +246.4% | +235.7% |
| 5Y | +62.4% | -26.0% | +88.4% | +60.1% |
| All | +61.6% | +360.5% | -298.9% | +12.7% |
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 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