-53.0%
PODD vs ALM
+1,033.0%
-1,086.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.8% | -12.3% | -3.8% |
| 7D | -4.1% | +8.4% | -12.5% | -4.3% |
| 30D | +0.8% | +34.8% | -34.1% | -0.2% |
| 3M | -6.1% | +16.2% | -22.3% | -6.8% |
| 6M | -40.0% | +2.1% | -42.1% | -40.4% |
| YTD | -49.9% | +117.0% | -167.0% | -52.1% |
| 1Y | -59.3% | +313.9% | -373.2% | -62.4% |
| 3Y | -17.2% | +2,327.9% | -2,345.2% | -33.6% |
| 5Y | -53.0% | +1,040.6% | -1,093.6% | -60.7% |
| All | -53.0% | +1,033.0% | -1,086.0% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling