+236.3%
PODD vs ALLY
+98.1%
+138.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -5.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | +9.0% | +3.1% | +6.0% | +8.3% |
| 3M | +5.2% | -12.6% | +17.7% | +9.2% |
| 6M | -3.2% | -12.4% | +9.3% | +0.3% |
| YTD | -48.5% | -13.2% | -35.3% | -46.7% |
| 1Y | -54.7% | +1.8% | -56.5% | -55.1% |
| 3Y | -7.8% | +58.0% | -65.8% | -21.1% |
| 5Y | -52.4% | -8.4% | -44.0% | -54.3% |
| 10Y | +315.9% | +195.3% | +120.6% | +145.4% |
| All | +236.3% | +98.1% | +138.3% | +119.6% |
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