-52.9%
PODD vs ACM
+3.6%
-56.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | 0.0% |
| 7D | -2.5% | +6.9% | -9.4% | -5.2% |
| 30D | +10.7% | +19.1% | -8.3% | +2.8% |
| 3M | +6.1% | -6.9% | +13.1% | +8.7% |
| 6M | -2.8% | -12.0% | +9.2% | +1.4% |
| YTD | -47.3% | -25.1% | -22.2% | -41.2% |
| 1Y | -53.2% | -45.4% | -7.7% | -38.4% |
| 3Y | -2.0% | -6.9% | +4.9% | -12.7% |
| 5Y | -52.9% | +3.7% | -56.7% | -62.8% |
| All | -52.9% | +3.6% | -56.5% | -62.8% |
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