+1,018.8%
ADP vs POET
-24.0%
+1,042.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +0.9% |
| 7D | -5.7% | +3.7% | -9.4% | -5.8% |
| 30D | -1.4% | -11.5% | +10.1% | -1.3% |
| 3M | +16.6% | -30.8% | +47.3% | +16.9% |
| 6M | +24.9% | +8.6% | +16.4% | +22.9% |
| YTD | +5.6% | +20.1% | -14.5% | +3.5% |
| 1Y | -6.0% | +35.7% | -41.7% | -8.5% |
| 3Y | +14.5% | +116.5% | -102.1% | +7.8% |
| 5Y | +47.9% | -8.4% | +56.3% | +40.4% |
| 10Y | +282.0% | +24.6% | +257.4% | +250.9% |
| All | +1,018.8% | -24.0% | +1,042.8% | +866.0% |
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