+352.1%
IDXX vs AGI
+392.3%
-40.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -5.7% | -2.7% | -3.0% | -5.5% |
| 30D | -11.5% | +7.2% | -18.8% | -12.1% |
| 3M | -9.5% | +4.3% | -13.8% | -10.0% |
| 6M | -16.0% | -27.1% | +11.1% | -14.5% |
| YTD | -25.4% | -6.6% | -18.8% | -25.5% |
| 1Y | -21.8% | +9.5% | -31.3% | -22.9% |
| 3Y | +7.0% | +208.4% | -201.4% | -2.0% |
| 5Y | -26.0% | +401.6% | -427.6% | -34.0% |
| All | +352.1% | +392.3% | -40.3% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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