+5,448.9%
IDXX vs ACGL
+4,318.9%
+1,130.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.3% |
| 7D | -4.6% | -2.9% | -1.6% | -3.9% |
| 30D | -11.3% | -2.8% | -8.5% | -10.8% |
| 3M | -7.3% | +6.8% | -14.1% | -8.8% |
| 6M | -14.5% | -1.5% | -13.0% | -14.3% |
| YTD | -23.1% | -0.2% | -22.9% | -23.3% |
| 1Y | -20.3% | +5.3% | -25.6% | -21.6% |
| 3Y | +11.7% | +30.3% | -18.6% | +3.3% |
| 5Y | -24.4% | +151.8% | -176.2% | -40.4% |
| 10Y | +355.5% | +266.9% | +88.7% | +220.4% |
| All | +5,448.9% | +4,318.9% | +1,130.0% | +2,524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling