-35.9%
APP vs IDXX
-16.0%
-19.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.1% | +1.9% |
| 7D | +0.9% | -3.5% | +4.4% | +2.0% |
| 30D | -23.3% | -8.4% | -14.8% | -21.1% |
| 3M | -42.6% | -5.2% | -37.4% | -41.8% |
| 6M | -33.6% | -17.5% | -16.1% | -29.0% |
| YTD | -52.4% | -20.9% | -31.6% | -48.6% |
| 1Y | -35.9% | -16.4% | -19.5% | -31.1% |
| All | -35.9% | -16.0% | -19.8% | -31.1% |
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