-19.1%
AJG vs IDXX
-20.8%
+1.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -8.3% | -5.7% | -2.5% | -7.5% |
| 30D | -5.7% | -11.5% | +5.9% | -4.1% |
| 3M | +9.1% | -9.5% | +18.6% | +10.4% |
| 6M | +15.2% | -16.0% | +31.2% | +16.7% |
| YTD | -6.3% | -25.4% | +19.1% | -5.1% |
| 1Y | -19.1% | -21.8% | +2.7% | -16.7% |
| All | -19.1% | -20.8% | +1.7% | -16.7% |
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 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