-26.3%
APH vs IDXX
-16.0%
-10.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.8% | -44.0% | -46.4% |
| 7D | -48.7% | -1.8% | -46.9% | -47.5% |
| 30D | -51.9% | -8.4% | -43.5% | -50.1% |
| 3M | -43.6% | -5.2% | -38.4% | -42.0% |
| 6M | -37.5% | -17.5% | -20.1% | -33.5% |
| YTD | -38.6% | -20.9% | -17.8% | -33.9% |
| 1Y | -26.3% | -16.4% | -9.9% | -21.0% |
| All | -26.3% | -16.0% | -10.3% | -21.0% |
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