+125.3%
IDXX vs ALC
+17.1%
+108.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | -0.2% |
| 7D | -4.3% | -7.7% | +3.4% | 0.0% |
| 30D | -13.7% | -11.7% | -2.0% | -7.6% |
| 3M | -9.1% | +0.7% | -9.7% | -9.5% |
| 6M | -15.4% | -17.1% | +1.7% | -7.1% |
| YTD | -25.1% | -15.1% | -10.0% | -18.9% |
| 1Y | -20.6% | -14.1% | -6.5% | -14.9% |
| 3Y | +8.7% | -18.2% | +26.9% | +16.1% |
| 5Y | -25.7% | -19.2% | -6.5% | -21.4% |
| All | +125.3% | +17.1% | +108.3% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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