+382.3%
APP vs IDXX
-2.6%
+384.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +4.2% |
| 7D | +0.3% | -4.3% | +4.6% | +3.1% |
| 30D | -1.3% | -13.7% | +12.3% | +8.1% |
| 3M | -36.2% | -9.1% | -27.2% | -33.0% |
| 6M | -34.1% | -15.4% | -18.7% | -28.0% |
| YTD | -53.3% | -25.1% | -28.2% | -44.6% |
| 1Y | -44.5% | -20.6% | -23.9% | -37.7% |
| 3Y | +646.7% | +8.7% | +637.9% | +492.2% |
| 5Y | +306.4% | -25.7% | +332.1% | +302.3% |
| All | +382.3% | -2.6% | +384.9% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling