+2,352.4%
IDXX vs AVAV
+495.1%
+1,857.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.2% |
| 7D | -4.6% | +3.2% | -7.8% | -5.0% |
| 30D | -11.3% | -20.3% | +9.0% | -8.6% |
| 3M | -7.3% | -19.4% | +12.1% | -5.5% |
| 6M | -14.5% | -35.3% | +20.8% | -10.8% |
| YTD | -23.1% | -38.5% | +15.4% | -20.2% |
| 1Y | -20.3% | -37.2% | +16.9% | -18.4% |
| 3Y | +11.7% | +31.1% | -19.4% | -2.0% |
| 5Y | -24.4% | +41.0% | -65.4% | -36.7% |
| 10Y | +355.5% | +508.8% | -153.2% | +182.2% |
| All | +2,352.4% | +495.1% | +1,857.3% | +1,286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling