+352.1%
IDXX vs AME
+445.1%
-93.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -2.0% |
| 7D | -5.7% | +1.7% | -7.5% | -6.6% |
| 30D | -11.5% | -6.4% | -5.1% | -8.6% |
| 3M | -9.5% | +7.1% | -16.6% | -13.2% |
| 6M | -16.0% | +8.2% | -24.1% | -20.0% |
| YTD | -25.4% | +18.2% | -43.6% | -32.3% |
| 1Y | -21.8% | +26.7% | -48.5% | -31.9% |
| 3Y | +7.0% | +60.7% | -53.7% | -20.1% |
| 5Y | -26.0% | +91.6% | -117.5% | -49.7% |
| All | +352.1% | +445.1% | -93.0% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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