-21.8%
IDXX vs AME
+29.6%
-51.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -1.3% |
| 7D | -5.7% | +1.7% | -7.5% | -6.2% |
| 30D | -11.5% | -6.4% | -5.1% | -9.8% |
| 3M | -9.5% | +7.1% | -16.6% | -12.1% |
| 6M | -16.0% | +8.2% | -24.1% | -18.8% |
| YTD | -25.4% | +18.2% | -43.6% | -29.2% |
| 1Y | -21.8% | +26.7% | -48.5% | -27.2% |
| All | -21.8% | +29.6% | -51.4% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling