-47.0%
AA vs PODD
+782.5%
-829.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.3% | +2.3% |
| 7D | +1.1% | -9.1% | +10.2% | +3.6% |
| 30D | -1.3% | +7.3% | -8.6% | -3.2% |
| 3M | -23.9% | +3.7% | -27.6% | -25.0% |
| 6M | -36.8% | -2.7% | -34.1% | -37.9% |
| YTD | -22.2% | -47.2% | +25.0% | -10.7% |
| 1Y | +10.4% | -54.0% | +64.4% | +31.1% |
| 3Y | +72.0% | -3.3% | +75.3% | +63.7% |
| 5Y | -15.6% | -52.3% | +36.7% | -6.5% |
| 10Y | +47.8% | +322.4% | -274.6% | -18.6% |
| All | -47.0% | +782.5% | -829.5% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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