+5,175.2%
IDXX vs AGI
+5,307.1%
-132.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -5.7% | -2.7% | -3.0% | -5.6% |
| 30D | -11.5% | +7.2% | -18.8% | -11.9% |
| 3M | -9.5% | +4.3% | -13.8% | -9.9% |
| 6M | -16.0% | -27.1% | +11.1% | -14.8% |
| YTD | -25.4% | -6.6% | -18.8% | -25.5% |
| 1Y | -21.8% | +9.5% | -31.3% | -22.7% |
| 3Y | +7.0% | +208.4% | -201.4% | -0.2% |
| 5Y | -26.0% | +401.6% | -427.6% | -32.8% |
| 10Y | +358.9% | +387.3% | -28.4% | +307.5% |
| All | +5,175.2% | +5,307.1% | -132.0% | +4,184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling