-38.7%
PODD vs ABCL
-80.5%
+41.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.7% | -12.9% | -7.1% |
| 7D | -2.1% | -3.2% | +1.1% | -1.9% |
| 30D | +9.0% | -7.4% | +16.4% | +9.6% |
| 3M | +5.2% | +81.9% | -76.8% | -5.6% |
| 6M | -3.2% | +135.7% | -138.9% | -17.9% |
| YTD | -48.5% | +247.4% | -295.8% | -59.5% |
| 1Y | -54.7% | +162.3% | -216.9% | -62.9% |
| 3Y | -7.8% | +165.5% | -173.3% | -29.9% |
| 5Y | -52.4% | -21.3% | -31.2% | -58.2% |
| All | -38.7% | -80.5% | +41.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling