+321.1%
PODD vs ALK
-37.5%
+358.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.8% | +0.9% |
| 7D | -2.5% | +8.9% | -11.4% | -4.1% |
| 30D | +10.7% | +5.9% | +4.8% | +9.3% |
| 3M | +6.1% | -16.5% | +22.7% | +9.4% |
| 6M | -2.8% | +2.1% | -4.9% | -4.4% |
| YTD | -47.3% | -17.1% | -30.2% | -46.5% |
| 1Y | -53.2% | -2.9% | -50.3% | -54.1% |
| 3Y | -2.0% | +24.5% | -26.5% | -11.7% |
| 5Y | -52.9% | -29.1% | -23.8% | -53.6% |
| 10Y | +321.1% | -39.1% | +360.2% | +339.0% |
| All | +321.1% | -37.5% | +358.5% | +339.0% |
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