+30.7%
AMCR vs IDXX
-2.6%
+33.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.9% | -0.7% | +2.0% |
| 7D | +6.2% | +24.1% | -17.9% | -1.5% |
| 30D | +16.0% | +32.5% | -16.5% | +4.5% |
| 3M | +4.4% | +18.8% | -14.4% | -1.6% |
| 6M | +35.5% | +24.0% | +11.5% | +25.0% |
| YTD | +21.5% | +3.3% | +18.3% | +15.6% |
| 1Y | +30.7% | -3.3% | +34.0% | +24.9% |
| All | +30.7% | -2.6% | +33.4% | +24.9% |
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