+352.1%
IDXX vs ALM
+2,589.2%
-2,237.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.2% | -0.2% |
| 7D | -5.7% | -11.8% | +6.1% | -5.5% |
| 30D | -11.5% | +7.8% | -19.3% | -11.8% |
| 3M | -9.5% | -9.3% | -0.3% | -9.6% |
| 6M | -16.0% | -30.5% | +14.5% | -15.7% |
| YTD | -25.4% | +75.8% | -101.2% | -26.7% |
| 1Y | -21.8% | +241.2% | -263.0% | -24.4% |
| 3Y | +7.0% | +1,872.6% | -1,865.6% | -0.2% |
| 5Y | -26.0% | +849.6% | -875.5% | -30.6% |
| All | +352.1% | +2,589.2% | -2,237.2% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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