+34,507.5%
AZO vs IDXX
+53,734.7%
-19,227.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -5.7% | +2.2% | -2.8% |
| 30D | -5.6% | -11.5% | +6.0% | -4.0% |
| 3M | -6.6% | -9.5% | +2.9% | -5.5% |
| 6M | -22.5% | -16.0% | -6.6% | -20.8% |
| YTD | -15.2% | -25.4% | +10.2% | -12.0% |
| 1Y | -33.9% | -21.8% | -12.2% | -32.2% |
| 3Y | +11.8% | +7.0% | +4.8% | +8.5% |
| 5Y | +85.5% | -26.0% | +111.5% | +86.4% |
| 10Y | +298.2% | +358.9% | -60.7% | +214.3% |
| All | +34,507.5% | +53,734.7% | -19,227.1% | +15,602.1% |
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