+7.0%
IDXX vs ALLE
+46.2%
-39.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.9% |
| 7D | -5.7% | -2.4% | -3.3% | -4.8% |
| 30D | -11.5% | -7.7% | -3.9% | -8.6% |
| 3M | -9.5% | +15.2% | -24.7% | -15.2% |
| 6M | -16.0% | +5.4% | -21.4% | -18.4% |
| YTD | -25.4% | -2.9% | -22.5% | -25.5% |
| 1Y | -21.8% | -12.8% | -9.0% | -17.9% |
| 3Y | +7.0% | +47.2% | -40.1% | -13.1% |
| All | +7.0% | +46.2% | -39.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling