-35.7%
AUR vs IDXX
-6.7%
-29.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.8% |
| 7D | +1.4% | -5.7% | +7.2% | +5.5% |
| 30D | -6.4% | -11.5% | +5.1% | +1.2% |
| 3M | +7.7% | -9.5% | +17.2% | +13.4% |
| 6M | +44.5% | -16.0% | +60.5% | +59.7% |
| YTD | +67.4% | -25.4% | +92.8% | +101.3% |
| 1Y | +15.4% | -21.8% | +37.2% | +31.8% |
| 3Y | +94.8% | +7.0% | +87.8% | +59.1% |
| 5Y | -35.1% | -26.0% | -9.2% | -32.2% |
| All | -35.7% | -6.7% | -29.0% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling