+14.6%
AMCR vs IDXX
+360.5%
-345.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -6.3% | -5.7% | -0.5% | -5.2% |
| 30D | -7.8% | -11.5% | +3.7% | -5.5% |
| 3M | +7.5% | -9.5% | +17.1% | +9.7% |
| 6M | +2.7% | -16.0% | +18.6% | +6.2% |
| YTD | +6.0% | -25.4% | +31.4% | +11.9% |
| 1Y | +7.8% | -21.8% | +29.6% | +12.3% |
| 3Y | +5.8% | +7.0% | -1.3% | +1.6% |
| 5Y | -11.6% | -26.0% | +14.3% | -11.9% |
| All | +14.6% | +360.5% | -345.9% | -6.1% |
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