-16.4%
IDXX vs ACGL
+4.8%
-21.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | -3.5% | -0.7% | -2.8% | -3.5% |
| 30D | -8.4% | -1.0% | -7.4% | -8.3% |
| 3M | -5.2% | +11.0% | -16.2% | -5.7% |
| 6M | -17.5% | -0.3% | -17.1% | -17.6% |
| YTD | -20.9% | +2.3% | -23.1% | -20.7% |
| 1Y | -16.4% | +6.4% | -22.8% | -15.6% |
| All | -16.4% | +4.8% | -21.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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