+386.7%
PODD vs ALM
+3,798.4%
-3,411.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +2.2% |
| 7D | -2.5% | +0.7% | -3.2% | -2.5% |
| 30D | +10.7% | -26.1% | +36.8% | +10.8% |
| 3M | +6.1% | -38.1% | +44.2% | +6.2% |
| 6M | -2.8% | -55.4% | +52.6% | -2.8% |
| YTD | -47.3% | -0.4% | -46.9% | -47.3% |
| 1Y | -53.2% | +25.4% | -78.5% | -53.2% |
| 3Y | -2.0% | +907.8% | -909.8% | -2.3% |
| 5Y | -52.9% | +440.2% | -493.1% | -53.1% |
| 10Y | +321.1% | +2,031.1% | -1,710.1% | +320.2% |
| All | +386.7% | +3,798.4% | -3,411.7% | +388.5% |
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 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