-21.8%
IDXX vs AVAV
-39.3%
+17.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | +1.4% | -7.2% | -5.8% |
| 30D | -11.5% | -24.3% | +12.8% | -9.8% |
| 3M | -9.5% | -20.1% | +10.6% | -8.2% |
| 6M | -16.0% | -29.4% | +13.4% | -14.5% |
| YTD | -25.4% | -39.3% | +13.9% | -22.6% |
| 1Y | -21.8% | -39.3% | +17.6% | -14.9% |
| All | -21.8% | -39.3% | +17.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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