+15.0%
ADP vs POET
+111.1%
-96.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +0.8% |
| 7D | -5.7% | +3.7% | -9.4% | -5.7% |
| 30D | -1.4% | -11.5% | +10.1% | -1.5% |
| 3M | +16.6% | -30.8% | +47.3% | +16.6% |
| 6M | +24.9% | +8.6% | +16.4% | +24.1% |
| YTD | +5.6% | +20.1% | -14.5% | +4.6% |
| 1Y | -6.0% | +35.7% | -41.7% | -7.2% |
| All | +15.0% | +111.1% | -96.1% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling