-46.0%
AA vs PODD
+781.2%
-827.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.5% | +5.2% |
| 7D | +4.8% | -2.5% | +7.3% | +5.4% |
| 30D | -0.6% | +10.7% | -11.4% | -3.4% |
| 3M | -16.3% | +6.1% | -22.4% | -17.9% |
| 6M | -33.4% | -2.8% | -30.6% | -34.5% |
| YTD | -20.7% | -47.3% | +26.6% | -9.0% |
| 1Y | +12.9% | -53.2% | +66.1% | +33.4% |
| 3Y | +75.7% | -2.0% | +77.7% | +66.6% |
| 5Y | -6.8% | -52.9% | +46.1% | +3.7% |
| 10Y | +53.6% | +321.1% | -267.4% | -15.3% |
| All | -46.0% | +781.2% | -827.2% | -83.7% |
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