+236.1%
PODD vs ACM
+124.8%
+111.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.0% |
| 7D | -6.9% | -3.7% | -3.2% | -5.7% |
| 30D | -3.5% | -12.7% | +9.2% | +0.6% |
| 3M | -13.6% | -9.8% | -3.8% | -11.0% |
| 6M | -42.6% | -31.4% | -11.2% | -35.3% |
| YTD | -51.5% | -32.1% | -19.4% | -45.4% |
| 1Y | -60.9% | -47.8% | -13.1% | -51.9% |
| 3Y | -19.8% | -22.1% | +2.3% | -16.3% |
| 5Y | -54.4% | +1.8% | -56.2% | -56.6% |
| 10Y | +236.1% | +132.5% | +103.5% | +148.3% |
| All | +236.1% | +124.8% | +111.3% | +148.3% |
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