-16.7%
AWK vs PODD
-54.3%
+37.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.3% |
| 7D | +0.6% | -6.9% | +7.5% | +1.3% |
| 30D | +4.3% | -3.5% | +7.7% | +4.6% |
| 3M | +12.5% | -13.6% | +26.1% | +13.8% |
| 6M | +3.3% | -42.6% | +45.9% | +8.8% |
| YTD | +9.8% | -51.5% | +61.2% | +17.7% |
| 1Y | +2.9% | -60.9% | +63.8% | +12.9% |
| 3Y | +9.6% | -19.8% | +29.4% | +5.9% |
| 5Y | -16.7% | -54.4% | +37.7% | -15.6% |
| All | -16.7% | -54.3% | +37.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling