+311.3%
ARM vs IDXX
+12.6%
+298.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.6% | +5.1% |
| 7D | +11.4% | -4.6% | +16.0% | +13.8% |
| 30D | -7.4% | -11.3% | +3.9% | -2.3% |
| 3M | -24.5% | -7.3% | -17.2% | -22.6% |
| 6M | +128.7% | -14.5% | +143.1% | +144.9% |
| YTD | +139.3% | -23.1% | +162.4% | +169.0% |
| 1Y | +88.0% | -20.3% | +108.3% | +105.0% |
| All | +311.3% | +12.6% | +298.6% | +240.9% |
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