-3.9%
IDXX vs AS
+104.6%
-108.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -4.3% | -3.9% | -0.4% | -3.5% |
| 30D | -13.7% | -19.0% | +5.4% | -9.7% |
| 3M | -9.1% | -18.8% | +9.8% | -5.1% |
| 6M | -15.4% | -21.0% | +5.6% | -11.4% |
| YTD | -25.1% | -26.6% | +1.5% | -20.7% |
| 1Y | -20.6% | -25.3% | +4.7% | -16.4% |
| All | -3.9% | +104.6% | -108.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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