+308.9%
PODD vs ACM
+133.7%
+175.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -4.4% | +6.6% | -11.0% | -6.5% |
| 30D | +9.4% | +19.8% | -10.3% | +2.8% |
| 3M | +3.6% | -3.1% | +6.8% | +4.2% |
| 6M | -4.0% | -11.5% | +7.5% | -0.9% |
| YTD | -47.9% | -24.7% | -23.2% | -43.5% |
| 1Y | -53.8% | -45.1% | -8.7% | -43.8% |
| 3Y | -4.5% | -8.9% | +4.3% | -5.8% |
| 5Y | -51.9% | +5.4% | -57.3% | -54.9% |
| 10Y | +308.9% | +131.1% | +177.8% | +190.6% |
| All | +308.9% | +133.7% | +175.2% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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