+23.1%
ARES vs IDXX
-16.7%
+39.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.8% |
| 7D | -7.7% | -4.3% | -3.4% | -5.4% |
| 30D | -8.7% | -13.7% | +4.9% | -0.9% |
| 3M | +2.8% | -9.1% | +11.9% | +8.3% |
| 6M | +23.1% | -15.4% | +38.5% | +36.6% |
| All | +23.1% | -16.7% | +39.7% | +36.6% |
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