+7.4%
IDXX vs ACGL
+30.5%
-23.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -4.3% | -3.6% | -0.7% | -3.7% |
| 30D | -13.7% | -2.1% | -11.6% | -13.3% |
| 3M | -9.1% | +5.4% | -14.4% | -9.8% |
| 6M | -15.4% | 0.0% | -15.4% | -15.4% |
| YTD | -25.1% | +0.3% | -25.4% | -25.3% |
| 1Y | -20.6% | +6.2% | -26.8% | -21.6% |
| All | +7.4% | +30.5% | -23.1% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling