+32.4%
IDXX vs AS
+125.3%
-92.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | 0.0% |
| 7D | +4.1% | -3.6% | +7.7% | +5.0% |
| 30D | +34.2% | +3.4% | +30.8% | +33.4% |
| 3M | +22.3% | -8.6% | +30.9% | +24.7% |
| 6M | +30.7% | -10.0% | +40.8% | +33.5% |
| YTD | +3.2% | -19.2% | +22.3% | +7.1% |
| 1Y | -2.2% | -3.8% | +1.6% | -1.9% |
| All | +32.4% | +125.3% | -92.9% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling