+320.6%
ADM vs POET
-20.0%
+340.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.2% | +2.5% |
| 7D | +1.4% | +9.7% | -8.4% | +1.2% |
| 30D | +8.2% | -6.5% | +14.8% | +8.3% |
| 3M | +8.7% | -25.7% | +34.4% | +9.1% |
| 6M | +29.1% | +19.6% | +9.5% | +26.9% |
| YTD | +53.7% | +26.4% | +27.3% | +50.7% |
| 1Y | +43.2% | +50.1% | -6.9% | +39.5% |
| 3Y | +21.4% | +127.9% | -106.5% | +14.6% |
| 5Y | +67.1% | -5.9% | +73.0% | +59.1% |
| 10Y | +176.6% | +31.1% | +145.4% | +153.8% |
| All | +320.6% | -20.0% | +340.6% | +270.5% |
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