-15.6%
IDXX vs AVAV
-38.6%
+23.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.6% |
| 7D | -4.4% | -3.2% | -1.3% | -4.2% |
| 30D | -13.5% | -25.6% | +12.0% | -11.8% |
| 3M | -11.0% | -20.2% | +9.2% | -9.3% |
| 6M | -15.6% | -38.1% | +22.4% | -13.0% |
| All | -15.6% | -38.6% | +23.0% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling