+299.7%
ARM vs IDXX
+9.7%
+290.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.0% |
| 7D | +4.8% | -4.3% | +9.1% | +7.0% |
| 30D | -5.5% | -13.7% | +8.2% | +1.1% |
| 3M | -17.3% | -9.1% | -8.3% | -14.4% |
| 6M | +110.9% | -15.4% | +126.3% | +127.1% |
| YTD | +132.5% | -25.1% | +157.7% | +164.8% |
| 1Y | +64.9% | -20.6% | +85.5% | +80.2% |
| All | +299.7% | +9.7% | +290.0% | +235.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling