+387.4%
PODD vs ALM
+3,525.2%
-3,137.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -9.1% | -7.2% | -1.9% | -9.1% |
| 30D | +7.3% | -26.4% | +33.7% | +7.3% |
| 3M | +3.7% | -38.6% | +42.3% | +3.7% |
| 6M | -2.7% | -61.0% | +58.3% | -2.6% |
| YTD | -47.2% | -7.4% | -39.8% | -47.2% |
| 1Y | -54.0% | +14.0% | -68.0% | -54.1% |
| 3Y | -3.3% | +844.4% | -847.7% | -3.6% |
| 5Y | -52.3% | +410.8% | -463.1% | -52.5% |
| 10Y | +322.4% | +2,084.7% | -1,762.4% | +321.6% |
| All | +387.4% | +3,525.2% | -3,137.8% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling