+1,372.1%
IDXX vs AMBA
+796.0%
+576.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +4.2% | +2.7% | +1.5% | +3.8% |
| 30D | +33.1% | -2.2% | +35.3% | +33.2% |
| 3M | +24.2% | -26.6% | +50.9% | +29.3% |
| 6M | +33.2% | -26.8% | +60.0% | +34.8% |
| YTD | +4.1% | -15.1% | +19.2% | +1.8% |
| 1Y | +0.4% | -32.3% | +32.7% | +1.6% |
| 3Y | +62.9% | +19.8% | +43.1% | +43.2% |
| 5Y | +12.1% | -69.2% | +81.3% | +14.1% |
| 10Y | +545.1% | +0.8% | +544.3% | +431.9% |
| All | +1,372.1% | +796.0% | +576.1% | +916.1% |
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