-6.9%
IDXX vs AMRZ
-15.2%
+8.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -2.7% |
| 7D | +16.4% | +2.5% | +13.9% | +15.7% |
| 30D | +30.1% | +14.4% | +15.7% | +25.2% |
| 3M | +14.7% | -19.2% | +33.8% | +21.5% |
| 6M | +19.1% | -19.7% | +38.9% | +26.2% |
| YTD | -0.9% | -20.2% | +19.3% | +5.2% |
| 1Y | -6.9% | -15.1% | +8.2% | -4.6% |
| All | -6.9% | -15.2% | +8.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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