-27.4%
AVTR vs IDXX
+7.6%
-35.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.1% | -5.7% | +4.7% | +0.8% |
| 30D | +6.3% | -11.5% | +17.9% | +10.6% |
| 3M | +53.3% | -9.5% | +62.9% | +57.9% |
| 6M | +78.6% | -16.0% | +94.6% | +88.4% |
| YTD | +29.2% | -25.4% | +54.6% | +41.3% |
| 1Y | +13.8% | -21.8% | +35.6% | +22.3% |
| 3Y | -27.4% | +7.0% | -34.5% | -34.9% |
| All | -27.4% | +7.6% | -35.0% | -34.9% |
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 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