-26.4%
ARM vs PODD
-12.3%
-14.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.2% | +10.9% | +2.9% |
| 7D | -15.2% | -2.1% | -13.1% | -15.2% |
| 30D | -40.7% | +9.0% | -49.7% | -38.4% |
| 3M | -39.1% | +5.2% | -44.3% | -37.1% |
| 6M | -26.4% | -3.2% | -23.3% | -20.3% |
| All | -26.4% | -12.3% | -14.1% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling