+308.9%
PODD vs ALM
+2,040.7%
-1,731.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.1% | -1.0% |
| 7D | -4.4% | -6.3% | +1.9% | -4.3% |
| 30D | +9.4% | -31.4% | +40.9% | +10.3% |
| 3M | +3.6% | -40.6% | +44.2% | +4.6% |
| 6M | -4.0% | -58.6% | +54.7% | -2.5% |
| YTD | -47.9% | -7.6% | -40.3% | -48.5% |
| 1Y | -53.8% | +13.8% | -67.6% | -54.6% |
| 3Y | -4.5% | +842.1% | -846.7% | -13.1% |
| 5Y | -51.9% | +407.4% | -459.3% | -55.9% |
| 10Y | +308.9% | +2,079.4% | -1,770.5% | +274.2% |
| All | +308.9% | +2,040.7% | -1,731.8% | +274.2% |
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