+106.2%
AMT vs IDXX
+360.5%
-254.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +1.1% | -5.7% | +6.9% | +2.7% |
| 30D | +4.4% | -11.5% | +15.9% | +7.7% |
| 3M | -5.2% | -9.5% | +4.4% | -2.9% |
| 6M | -0.8% | -16.0% | +15.1% | +3.4% |
| YTD | +3.3% | -25.4% | +28.7% | +10.9% |
| 1Y | -6.0% | -21.8% | +15.8% | -1.1% |
| 3Y | +9.6% | +7.0% | +2.6% | +0.5% |
| 5Y | -29.2% | -26.0% | -3.3% | -28.9% |
| All | +106.2% | +360.5% | -254.3% | +22.8% |
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