+898.8%
IDXX vs AR
-27.8%
+926.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.4% | -1.2% | -3.2% | -4.4% |
| 30D | -13.5% | +5.5% | -19.1% | -13.8% |
| 3M | -11.0% | +12.9% | -23.9% | -11.8% |
| 6M | -15.6% | +0.1% | -15.7% | -15.8% |
| YTD | -23.9% | +13.5% | -37.4% | -24.7% |
| 1Y | -21.4% | +21.6% | -43.0% | -22.8% |
| 3Y | +10.6% | +46.0% | -35.4% | +6.9% |
| 5Y | -23.9% | +143.7% | -167.6% | -28.7% |
| 10Y | +368.4% | +44.3% | +324.1% | +328.2% |
| All | +898.8% | -27.8% | +926.6% | +839.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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