-52.0%
PODD vs ACM
+5.0%
-57.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +1.6% | -3.7% | +5.4% | +3.2% |
| 30D | +10.7% | -11.1% | +21.8% | +15.6% |
| 3M | +0.7% | -8.0% | +8.7% | +3.5% |
| 6M | -39.3% | -29.7% | -9.6% | -29.9% |
| YTD | -48.1% | -29.4% | -18.7% | -40.8% |
| 1Y | -57.4% | -46.4% | -11.0% | -44.5% |
| 3Y | -23.3% | -22.3% | -0.9% | -22.8% |
| All | -52.0% | +5.0% | -57.0% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling