+664.1%
APP vs IDXX
+7.6%
+656.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | +1.1% | -5.7% | +6.8% | +3.2% |
| 30D | +6.6% | -11.5% | +18.2% | +11.3% |
| 3M | -32.3% | -9.5% | -22.8% | -30.2% |
| 6M | -29.8% | -16.0% | -13.8% | -25.8% |
| YTD | -51.9% | -25.4% | -26.5% | -46.8% |
| 1Y | -43.3% | -21.8% | -21.5% | -38.7% |
| 3Y | +664.1% | +7.0% | +657.0% | +583.0% |
| All | +664.1% | +7.6% | +656.5% | +583.0% |
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 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