+214.8%
ADM vs PODD
+770.9%
-556.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.8% | -4.4% | +2.5% | -1.4% |
| 30D | -13.3% | +9.4% | -22.7% | -14.4% |
| 3M | -13.4% | +3.6% | -17.0% | -14.0% |
| 6M | -9.6% | -4.0% | -5.6% | -10.0% |
| YTD | +23.0% | -47.9% | +70.9% | +31.9% |
| 1Y | +27.4% | -53.8% | +81.1% | +38.5% |
| 3Y | +5.7% | -4.5% | +10.2% | +2.2% |
| 5Y | +22.1% | -51.9% | +74.0% | +26.0% |
| 10Y | +106.0% | +308.9% | -202.9% | +47.2% |
| All | +214.8% | +770.9% | -556.1% | +70.1% |
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