+4.0%
APD vs IDXX
+7.6%
-3.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.3% | -5.7% | +2.5% | -2.6% |
| 30D | -4.2% | -11.5% | +7.4% | -2.7% |
| 3M | +5.4% | -9.5% | +15.0% | +6.6% |
| 6M | +6.3% | -16.0% | +22.2% | +8.3% |
| YTD | +20.3% | -25.4% | +45.7% | +24.7% |
| 1Y | +1.6% | -21.8% | +23.4% | +4.3% |
| 3Y | +4.0% | +7.0% | -3.0% | -4.9% |
| All | +4.0% | +7.6% | -3.5% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling