-15.6%
IDXX vs AMBA
+35.2%
-50.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.4% | -9.4% | -0.7% |
| 7D | -4.4% | +2.5% | -6.9% | -4.3% |
| 30D | -13.5% | -16.1% | +2.6% | -14.1% |
| 3M | -11.0% | +4.6% | -15.6% | -11.5% |
| 6M | -15.6% | +29.2% | -44.8% | -26.0% |
| All | -15.6% | +35.2% | -50.8% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling