+352.1%
IDXX vs AMBA
+8.8%
+343.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -5.7% | +7.9% | -13.6% | -7.1% |
| 30D | -11.5% | -18.8% | +7.2% | -8.3% |
| 3M | -9.5% | +3.1% | -12.7% | -12.6% |
| 6M | -16.0% | +25.7% | -41.6% | -23.4% |
| YTD | -25.4% | -4.2% | -21.2% | -28.7% |
| 1Y | -21.8% | -18.4% | -3.4% | -23.6% |
| 3Y | +7.0% | +13.4% | -6.4% | -7.9% |
| 5Y | -26.0% | -54.2% | +28.3% | -29.2% |
| All | +352.1% | +8.8% | +343.3% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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