+501.2%
ABT vs POET
-20.5%
+521.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | +14.5% | -29.3% | +43.9% | +14.8% |
| 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% | +1.7% |
| 5Y | -12.8% | -4.2% | -8.5% | -15.8% |
| 10Y | +200.1% | +30.3% | +169.8% | +182.8% |
| All | +501.2% | -20.5% | +521.7% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling