-3.7%
APA vs IDXX
+360.5%
-364.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.6% | -5.7% | +10.3% | +6.2% |
| 30D | +11.9% | -11.5% | +23.5% | +15.5% |
| 3M | +22.5% | -9.5% | +32.0% | +25.1% |
| 6M | +37.5% | -16.0% | +53.5% | +42.4% |
| YTD | +87.2% | -25.4% | +112.6% | +100.1% |
| 1Y | +101.4% | -21.8% | +123.2% | +110.5% |
| 3Y | +16.9% | +7.0% | +9.9% | +5.3% |
| 5Y | +178.4% | -26.0% | +204.4% | +177.4% |
| All | -3.7% | +360.5% | -364.2% | -54.4% |
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