+88.6%
AG vs IDXX
-20.8%
+109.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.8% |
| 7D | -6.7% | -5.7% | -1.0% | -5.0% |
| 30D | +2.2% | -11.5% | +13.7% | +6.0% |
| 3M | +15.7% | -9.5% | +25.2% | +18.7% |
| 6M | -23.8% | -16.0% | -7.8% | -19.3% |
| YTD | +17.6% | -25.4% | +43.0% | +30.2% |
| 1Y | +88.6% | -21.8% | +110.4% | +108.9% |
| All | +88.6% | -20.8% | +109.4% | +108.9% |
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