-35.6%
AA vs PODD
+767.5%
-803.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -1.6% |
| 7D | -0.7% | +1.6% | -2.3% | -1.1% |
| 30D | +5.0% | +10.7% | -5.7% | +2.1% |
| 3M | -35.8% | +0.7% | -36.6% | -37.1% |
| 6M | -18.4% | -39.3% | +20.9% | -9.4% |
| YTD | -5.5% | -48.1% | +42.6% | +9.2% |
| 1Y | +61.0% | -57.4% | +118.4% | +95.5% |
| 3Y | +66.2% | -23.3% | +89.5% | +67.6% |
| 5Y | +11.4% | -51.3% | +62.6% | +22.8% |
| 10Y | +116.9% | +242.0% | -125.1% | +26.1% |
| All | -35.6% | +767.5% | -803.2% | -80.4% |
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