-8.5%
AUR vs IDXX
-3.6%
-5.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.4% | -4.8% |
| 7D | -19.8% | +24.1% | -43.9% | -21.7% |
| 30D | -29.0% | +32.5% | -61.6% | -32.2% |
| 3M | -43.6% | +18.8% | -62.4% | -43.8% |
| 6M | -36.6% | +24.0% | -60.7% | -38.4% |
| YTD | +6.3% | +3.3% | +3.0% | +17.5% |
| All | -8.5% | -3.6% | -5.0% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling