+1,019.1%
IDXX vs AMBA
+837.3%
+181.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.3% |
| 7D | -3.5% | -11.0% | +7.4% | -1.8% |
| 30D | -8.4% | -23.2% | +14.7% | -4.9% |
| 3M | -5.2% | -12.7% | +7.5% | -5.4% |
| 6M | -17.5% | +11.2% | -28.7% | -21.8% |
| YTD | -20.9% | -11.2% | -9.6% | -22.6% |
| 1Y | -16.4% | -22.5% | +6.1% | -17.2% |
| 3Y | +4.7% | -1.3% | +6.0% | -4.4% |
| 5Y | -22.2% | -54.2% | +31.9% | -24.4% |
| 10Y | +369.3% | -6.1% | +375.4% | +289.6% |
| All | +1,019.1% | +837.3% | +181.8% | +672.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling