+33.6%
IDXX vs AS
+123.4%
-89.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +4.2% | -4.9% | +9.0% | +5.4% |
| 30D | +33.1% | +3.9% | +29.2% | +32.2% |
| 3M | +24.2% | -9.6% | +33.8% | +26.9% |
| 6M | +33.2% | -8.7% | +41.9% | +35.6% |
| YTD | +4.1% | -19.8% | +23.9% | +8.2% |
| 1Y | +0.4% | -1.5% | +1.9% | +0.2% |
| All | +33.6% | +123.4% | -89.9% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling