+1,308.0%
AMT vs IDXX
+12,778.8%
-11,470.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +1.5% | -4.4% | +5.9% | +2.8% |
| 30D | +3.7% | -13.5% | +17.3% | +8.1% |
| 3M | -7.2% | -11.0% | +3.8% | -4.3% |
| 6M | -4.2% | -15.6% | +11.5% | +0.1% |
| YTD | +1.9% | -23.9% | +25.7% | +9.4% |
| 1Y | -6.4% | -21.4% | +15.1% | -1.2% |
| 3Y | +7.7% | +10.6% | -2.9% | -1.7% |
| 5Y | -30.9% | -23.9% | -7.0% | -31.1% |
| 10Y | +105.4% | +368.4% | -263.1% | +12.7% |
| All | +1,308.0% | +12,778.8% | -11,470.8% | +174.2% |
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