-7.8%
PODD vs ABCL
+156.0%
-163.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.7% | -12.9% | -6.7% |
| 7D | -2.1% | -3.2% | +1.1% | -2.0% |
| 30D | +9.0% | -7.4% | +16.4% | +9.4% |
| 3M | +5.2% | +81.9% | -76.8% | -1.9% |
| 6M | -3.2% | +135.7% | -138.9% | -13.1% |
| YTD | -48.5% | +247.4% | -295.8% | -56.2% |
| 1Y | -54.7% | +162.3% | -216.9% | -60.4% |
| 3Y | -7.8% | +165.5% | -173.3% | -22.3% |
| All | -7.8% | +156.0% | -163.8% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling