+378.7%
AMD vs IDXX
-25.5%
+404.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.5% |
| 7D | +10.4% | -4.3% | +14.7% | +12.7% |
| 30D | +6.2% | -13.7% | +19.8% | +13.7% |
| 3M | +11.3% | -9.1% | +20.4% | +14.7% |
| 6M | +147.8% | -15.4% | +163.2% | +164.4% |
| YTD | +135.2% | -25.1% | +160.3% | +166.3% |
| 1Y | +215.7% | -20.6% | +236.3% | +241.3% |
| 3Y | +374.7% | +8.7% | +365.9% | +292.8% |
| 5Y | +378.7% | -25.7% | +404.4% | +377.3% |
| All | +378.7% | -25.5% | +404.2% | +377.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling