+57.1%
PODD vs ALC
+24.0%
+33.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.9% |
| 7D | +1.6% | -2.1% | +3.7% | +2.8% |
| 30D | +10.7% | -0.1% | +10.8% | +10.7% |
| 3M | +0.7% | +5.9% | -5.2% | -2.2% |
| 6M | -39.3% | -15.9% | -23.4% | -33.5% |
| YTD | -48.1% | -10.1% | -38.0% | -45.2% |
| 1Y | -57.4% | -10.2% | -47.2% | -55.1% |
| 3Y | -23.3% | -13.6% | -9.7% | -20.0% |
| 5Y | -51.3% | -15.1% | -36.1% | -49.7% |
| All | +57.1% | +24.0% | +33.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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