+1,014.7%
IDXX vs ALM
+7,261.5%
-6,246.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.6% | +7.9% | -1.7% |
| 7D | -4.3% | -7.1% | +2.8% | -4.3% |
| 30D | -13.7% | +24.7% | -38.3% | -13.7% |
| 3M | -9.1% | +8.3% | -17.4% | -9.1% |
| 6M | -15.4% | -22.2% | +6.8% | -15.4% |
| YTD | -25.1% | +88.1% | -113.2% | -25.2% |
| 1Y | -20.6% | +272.4% | -293.0% | -20.8% |
| 3Y | +8.7% | +2,004.1% | -1,995.4% | +8.2% |
| 5Y | -25.7% | +915.8% | -941.5% | -26.0% |
| 10Y | +360.6% | +2,776.7% | -2,416.1% | +358.4% |
| All | +1,014.7% | +7,261.5% | -6,246.8% | +1,007.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling