-52.0%
PODD vs ABCL
-41.3%
-10.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.9% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +10.7% | +93.1% | -82.4% | -1.6% |
| 3M | +0.7% | +79.4% | -78.7% | -10.4% |
| 6M | -39.3% | +214.9% | -254.2% | -51.6% |
| YTD | -48.1% | +234.2% | -282.3% | -59.6% |
| 1Y | -57.4% | +174.8% | -232.2% | -66.3% |
| 3Y | -23.3% | +104.5% | -127.7% | -39.3% |
| All | -52.0% | -41.3% | -10.7% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling