-34.9%
AUR vs PODD
-39.0%
+4.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +4.2% |
| 7D | +19.2% | -4.1% | +23.3% | +21.3% |
| 30D | -7.8% | +0.8% | -8.6% | -8.6% |
| 3M | +4.0% | -6.1% | +10.1% | +4.1% |
| 6M | +45.0% | -40.0% | +85.0% | +76.8% |
| YTD | +69.5% | -49.9% | +119.5% | +126.7% |
| 1Y | +13.0% | -59.3% | +72.3% | +66.5% |
| 3Y | +90.4% | -17.2% | +107.6% | +82.6% |
| 5Y | -34.2% | -53.0% | +18.8% | -19.9% |
| All | -34.9% | -39.0% | +4.1% | -21.5% |
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