+8,589.1%
AMD vs IDXX
+360.5%
+8,228.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.7% |
| 7D | +8.1% | -5.7% | +13.8% | +11.8% |
| 30D | +6.9% | -11.5% | +18.4% | +14.4% |
| 3M | +5.7% | -9.5% | +15.2% | +9.8% |
| 6M | +152.0% | -16.0% | +167.9% | +172.9% |
| YTD | +141.0% | -25.4% | +166.4% | +179.1% |
| 1Y | +231.6% | -21.8% | +253.3% | +266.5% |
| 3Y | +390.1% | +7.0% | +383.0% | +305.6% |
| 5Y | +390.6% | -26.0% | +416.6% | +414.8% |
| All | +8,589.1% | +360.5% | +8,228.6% | +2,373.5% |
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 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