+330.4%
PODD vs ALM
+1,942.8%
-1,612.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.3% |
| 7D | -4.4% | -4.0% | -0.3% | -4.3% |
| 30D | +8.1% | -30.5% | +38.6% | +8.9% |
| 3M | +2.9% | -46.9% | +49.8% | +4.2% |
| 6M | -5.7% | -65.5% | +59.8% | -3.8% |
| YTD | -47.5% | -13.4% | -34.1% | -48.0% |
| 1Y | -55.7% | +9.8% | -65.5% | -56.4% |
| 3Y | -3.7% | +783.1% | -786.8% | -12.3% |
| 5Y | -52.6% | +378.3% | -430.9% | -56.5% |
| All | +330.4% | +1,942.8% | -1,612.5% | +295.2% |
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