-21.8%
IDXX vs ALLY
+5.0%
-26.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | -3.8% | -1.9% | -4.3% |
| 30D | -11.5% | -4.9% | -6.6% | -9.8% |
| 3M | -9.5% | -2.6% | -6.9% | -8.7% |
| 6M | -16.0% | +15.7% | -31.7% | -20.7% |
| YTD | -25.4% | -5.2% | -20.2% | -24.2% |
| 1Y | -21.8% | +2.8% | -24.6% | -24.8% |
| All | -21.8% | +5.0% | -26.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling