+93.5%
AMCR vs IDXX
+1,065.6%
-972.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -6.3% | -5.7% | -0.5% | -5.4% |
| 30D | -7.8% | -11.5% | +3.7% | -6.0% |
| 3M | +7.5% | -9.5% | +17.1% | +9.2% |
| 6M | +2.7% | -16.0% | +18.6% | +5.5% |
| YTD | +6.0% | -25.4% | +31.4% | +10.7% |
| 1Y | +7.8% | -21.8% | +29.6% | +11.4% |
| 3Y | +5.8% | +7.0% | -1.3% | +2.8% |
| 5Y | -11.6% | -26.0% | +14.3% | -12.3% |
| 10Y | +14.6% | +358.9% | -344.3% | +2.7% |
| All | +93.5% | +1,065.6% | -972.1% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling