-51.8%
PODD vs ALK
-31.3%
-20.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +4.1% | -1.2% | +5.3% | +4.3% |
| 30D | +13.9% | +7.7% | +6.2% | +11.6% |
| 3M | +4.1% | -19.0% | +23.1% | +9.2% |
| 6M | +2.4% | -0.2% | +2.7% | +0.6% |
| YTD | -46.4% | -23.5% | -22.9% | -44.3% |
| 1Y | -54.2% | -9.1% | -45.0% | -54.9% |
| 3Y | -6.9% | +12.0% | -18.9% | -22.4% |
| All | -51.8% | -31.3% | -20.4% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling