+3.9%
APH vs IDXX
-7.4%
+11.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -8.9% |
| 7D | -12.7% | +16.4% | -29.2% | -14.0% |
| 30D | -19.2% | +30.1% | -49.3% | -21.7% |
| 3M | -16.7% | +14.7% | -31.4% | -17.2% |
| 6M | +5.1% | +19.1% | -14.0% | +3.4% |
| YTD | +6.6% | -0.9% | +7.4% | +12.1% |
| 1Y | +3.9% | -6.9% | +10.8% | +13.2% |
| All | +3.9% | -7.4% | +11.3% | +13.2% |
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 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