-17.4%
PODD vs ALM
+2,118.4%
-2,135.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -2.0% |
| 7D | +1.6% | -2.6% | +4.2% | +1.6% |
| 30D | +10.7% | +32.0% | -21.3% | +10.3% |
| 3M | +0.7% | -15.0% | +15.8% | +1.0% |
| 6M | -39.3% | -10.1% | -29.2% | -39.2% |
| YTD | -48.1% | +99.4% | -147.5% | -48.9% |
| 1Y | -57.4% | +316.4% | -373.8% | -58.7% |
| All | -17.4% | +2,118.4% | -2,135.8% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling