+49.0%
ADP vs POET
-6.5%
+55.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.3% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -0.4% | -10.4% | +10.0% | -0.4% |
| 3M | +19.7% | -29.3% | +49.1% | +19.9% |
| 6M | +27.9% | +6.9% | +21.1% | +26.5% |
| YTD | +5.9% | +25.6% | -19.6% | +4.3% |
| 1Y | -7.5% | +49.2% | -56.6% | -9.5% |
| 3Y | +15.4% | +128.4% | -113.1% | +11.2% |
| All | +49.0% | -6.5% | +55.5% | +44.3% |
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