+22.6%
APD vs POET
-6.5%
+29.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.8% |
| 7D | -3.3% | +0.4% | -3.6% | -3.3% |
| 30D | -4.2% | -10.4% | +6.2% | -4.0% |
| 3M | +5.4% | -29.3% | +34.8% | +5.8% |
| 6M | +6.3% | +6.9% | -0.6% | +4.7% |
| YTD | +20.3% | +25.6% | -5.3% | +18.0% |
| 1Y | +1.6% | +49.2% | -47.6% | -1.1% |
| 3Y | +4.0% | +128.4% | -124.4% | -1.0% |
| All | +22.6% | -6.5% | +29.1% | +14.9% |
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