+316.4%
ARM vs IDXX
+9.3%
+307.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +5.0% | -5.7% | +10.8% | +8.0% |
| 30D | -2.6% | -11.5% | +8.9% | +3.0% |
| 3M | -22.6% | -9.5% | -13.1% | -19.7% |
| 6M | +120.5% | -16.0% | +136.4% | +138.2% |
| YTD | +142.2% | -25.4% | +167.6% | +176.3% |
| 1Y | +71.2% | -21.8% | +92.9% | +88.5% |
| All | +316.4% | +9.3% | +307.1% | +250.2% |
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 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