-20.2%
AMRZ vs POET
+101.5%
-121.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -2.2% |
| 7D | -4.7% | +9.7% | -14.4% | -4.9% |
| 30D | -11.3% | -6.5% | -4.7% | -11.2% |
| 3M | -22.1% | -25.7% | +3.7% | -21.7% |
| 6M | -29.6% | +19.6% | -49.2% | -32.5% |
| YTD | -23.3% | +26.4% | -49.7% | -27.1% |
| 1Y | -23.7% | +50.1% | -73.8% | -26.9% |
| All | -20.2% | +101.5% | -121.7% | -21.9% |
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 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