+18.5%
ADP vs PODD
-22.0%
+40.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | -3.4% | +1.6% | -5.0% | -3.6% |
| 30D | +2.8% | +10.7% | -7.9% | +1.7% |
| 3M | +20.9% | +0.7% | +20.2% | +20.6% |
| 6M | +29.9% | -39.3% | +69.2% | +34.9% |
| YTD | +9.6% | -48.1% | +57.8% | +15.6% |
| 1Y | -5.3% | -57.4% | +52.2% | +1.4% |
| All | +18.5% | -22.0% | +40.5% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling