+1,107.6%
AMGN vs POET
-20.5%
+1,128.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.6% | -5.9% | -1.4% |
| 7D | -13.7% | +0.4% | -14.1% | -13.7% |
| 30D | -8.8% | -10.4% | +1.6% | -8.7% |
| 3M | +7.2% | -29.3% | +36.5% | +7.6% |
| 6M | +1.3% | +6.9% | -5.6% | -0.2% |
| YTD | +17.6% | +25.6% | -7.9% | +15.4% |
| 1Y | +37.2% | +49.2% | -12.0% | +33.6% |
| 3Y | +57.7% | +128.4% | -70.7% | +48.9% |
| 5Y | +106.3% | -4.2% | +110.5% | +96.2% |
| 10Y | +205.3% | +30.3% | +175.0% | +179.1% |
| All | +1,107.6% | -20.5% | +1,128.1% | +1,015.7% |
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