-11.3%
ABT vs POET
-6.5%
-4.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.4% |
| 7D | -5.9% | +0.4% | -6.3% | -5.9% |
| 30D | -8.1% | -10.4% | +2.3% | -8.1% |
| 3M | +14.5% | -29.3% | +43.9% | +14.7% |
| 6M | -6.3% | +6.9% | -13.1% | -7.3% |
| YTD | -17.1% | +25.6% | -42.7% | -18.2% |
| 1Y | -21.4% | +49.2% | -70.5% | -22.8% |
| 3Y | +5.9% | +128.4% | -122.5% | +2.3% |
| All | -11.3% | -6.5% | -4.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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