+88.8%
APA vs IDXX
-16.0%
+104.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.3% | -2.9% |
| 7D | +0.5% | -3.5% | +4.1% | -0.3% |
| 30D | +23.4% | -8.4% | +31.8% | +21.0% |
| 3M | +12.7% | -5.2% | +17.9% | +12.0% |
| 6M | +39.4% | -17.5% | +56.9% | +37.3% |
| YTD | +79.0% | -20.9% | +99.8% | +75.2% |
| 1Y | +88.8% | -16.4% | +105.2% | +83.3% |
| All | +88.8% | -16.0% | +104.9% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling