+238.6%
PODD vs ALLY
+124.8%
+113.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | +1.6% | +3.7% | -2.1% | +0.6% |
| 30D | +10.7% | -2.3% | +12.9% | +11.3% |
| 3M | +0.7% | +3.8% | -3.1% | -0.4% |
| 6M | -39.3% | +9.7% | -49.0% | -41.0% |
| YTD | -48.1% | -1.4% | -46.7% | -48.2% |
| 1Y | -57.4% | +8.2% | -65.7% | -58.6% |
| 3Y | -23.3% | +66.5% | -89.7% | -35.4% |
| 5Y | -51.3% | +1.2% | -52.5% | -54.6% |
| 10Y | +242.0% | +191.4% | +50.6% | +107.2% |
| All | +238.6% | +124.8% | +113.7% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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