+0.4%
APLD vs IDXX
-14.4%
+14.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -4.2% |
| 7D | +9.0% | -4.4% | +13.4% | +8.7% |
| 30D | -6.6% | -13.5% | +6.9% | -5.8% |
| 3M | -35.2% | -11.0% | -24.2% | -33.8% |
| 6M | +0.4% | -15.6% | +16.0% | +15.4% |
| All | +0.4% | -14.4% | +14.8% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling