+236.1%
PODD vs ALM
+3,082.3%
-2,846.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.1% | -3.0% |
| 7D | -6.9% | +3.6% | -10.5% | -7.0% |
| 30D | -3.5% | +33.8% | -37.2% | -4.2% |
| 3M | -13.6% | +14.8% | -28.4% | -14.1% |
| 6M | -42.6% | -7.0% | -35.7% | -42.8% |
| YTD | -51.5% | +108.1% | -159.5% | -52.8% |
| 1Y | -60.9% | +313.8% | -374.7% | -62.8% |
| 3Y | -19.8% | +2,227.6% | -2,247.4% | -28.3% |
| 5Y | -54.4% | +956.6% | -1,011.0% | -58.7% |
| 10Y | +236.1% | +3,082.3% | -2,846.2% | +221.0% |
| All | +236.1% | +3,082.3% | -2,846.2% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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