+63.3%
ADM vs POET
-6.5%
+69.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | +9.5% | -10.4% | +19.8% | +9.6% |
| 3M | +10.6% | -29.3% | +39.9% | +10.9% |
| 6M | +24.0% | +6.9% | +17.2% | +22.8% |
| YTD | +54.0% | +25.6% | +28.4% | +52.1% |
| 1Y | +45.3% | +49.2% | -3.8% | +43.2% |
| 3Y | +21.8% | +128.4% | -106.7% | +22.3% |
| All | +63.3% | -6.5% | +69.8% | +63.8% |
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