+838.7%
PODD vs ACM
+238.6%
+600.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +0.1% |
| 7D | -2.5% | +6.9% | -9.4% | -5.0% |
| 30D | +10.7% | +19.1% | -8.3% | +3.2% |
| 3M | +6.1% | -6.9% | +13.1% | +8.4% |
| 6M | -2.8% | -12.0% | +9.2% | +0.9% |
| YTD | -47.3% | -25.1% | -22.2% | -42.1% |
| 1Y | -53.2% | -45.4% | -7.7% | -41.6% |
| 3Y | -2.0% | -6.9% | +4.9% | -3.9% |
| 5Y | -52.9% | +3.7% | -56.7% | -55.9% |
| 10Y | +321.1% | +135.8% | +185.3% | +153.3% |
| All | +838.7% | +238.6% | +600.0% | +341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling