+1,018.6%
APA vs IDXX
+53,929.9%
-52,911.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +0.8% | -4.3% | +5.1% | +1.5% |
| 30D | +9.6% | -13.7% | +23.3% | +12.3% |
| 3M | +18.0% | -9.1% | +27.1% | +19.6% |
| 6M | +41.9% | -15.4% | +57.3% | +44.8% |
| YTD | +86.3% | -25.1% | +111.4% | +94.0% |
| 1Y | +97.9% | -20.6% | +118.5% | +103.0% |
| 3Y | +12.8% | +8.7% | +4.0% | +7.5% |
| 5Y | +177.2% | -25.7% | +202.9% | +178.1% |
| 10Y | -3.3% | +360.6% | -363.9% | -28.9% |
| All | +1,018.6% | +53,929.9% | -52,911.3% | +444.7% |
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