+7.4%
IDXX vs AVAV
+29.9%
-22.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.1% | -2.0% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -13.7% | -25.0% | +11.3% | -11.7% |
| 3M | -9.1% | -15.0% | +5.9% | -8.3% |
| 6M | -15.4% | -33.6% | +18.2% | -13.4% |
| YTD | -25.1% | -39.2% | +14.1% | -23.1% |
| 1Y | -20.6% | -40.5% | +19.9% | -18.7% |
| All | +7.4% | +29.9% | -22.4% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling