+322.4%
PODD vs ALK
-41.4%
+363.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.6% |
| 7D | -9.1% | +2.6% | -11.7% | -9.5% |
| 30D | +7.3% | +7.8% | -0.5% | +5.6% |
| 3M | +3.7% | -15.2% | +18.9% | +6.6% |
| 6M | -2.7% | +5.0% | -7.7% | -4.7% |
| YTD | -47.2% | -18.4% | -28.8% | -46.3% |
| 1Y | -54.0% | -2.4% | -51.6% | -55.0% |
| 3Y | -3.3% | +19.8% | -23.0% | -12.1% |
| 5Y | -52.3% | -27.8% | -24.5% | -53.0% |
| 10Y | +322.4% | -42.0% | +364.3% | +339.4% |
| All | +322.4% | -41.4% | +363.8% | +339.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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