-23.0%
IDXX vs ACGL
+157.3%
-180.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -5.7% | -2.0% | -3.7% | -5.2% |
| 30D | -11.5% | -1.2% | -10.3% | -11.3% |
| 3M | -9.5% | +5.4% | -15.0% | -10.9% |
| 6M | -16.0% | +1.4% | -17.3% | -16.4% |
| YTD | -25.4% | +0.2% | -25.6% | -25.7% |
| 1Y | -21.8% | +4.1% | -25.9% | -23.0% |
| 3Y | +7.0% | +28.2% | -21.2% | -3.1% |
| All | -23.0% | +157.3% | -180.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling