+352.1%
IDXX vs ACM
+134.0%
+218.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -5.7% | -4.6% | -1.1% | -4.3% |
| 30D | -11.5% | +4.1% | -15.6% | -12.8% |
| 3M | -9.5% | -8.3% | -1.2% | -7.5% |
| 6M | -16.0% | -30.1% | +14.1% | -6.5% |
| YTD | -25.4% | -32.6% | +7.2% | -16.2% |
| 1Y | -21.8% | -49.6% | +27.8% | -4.2% |
| 3Y | +7.0% | -23.0% | +30.1% | +12.6% |
| 5Y | -26.0% | +2.0% | -27.9% | -28.2% |
| All | +352.1% | +134.0% | +218.1% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling