0.0%
AGNC vs POET
-21.9%
+21.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +4.1% |
| 7D | +1.5% | -16.4% | +17.9% | +1.9% |
| 30D | +3.9% | -37.5% | +41.5% | +5.1% |
| 3M | -13.5% | -43.1% | +29.6% | -12.4% |
| 6M | -10.6% | -31.4% | +20.8% | -11.3% |
| YTD | -7.2% | -22.9% | +15.7% | -11.8% |
| 1Y | 0.0% | -18.0% | +17.9% | -5.2% |
| All | 0.0% | -21.9% | +21.9% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling