+132.6%
AR vs POET
-6.5%
+139.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.5% | -2.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +2.5% | -10.4% | +12.9% | +2.9% |
| 3M | +12.3% | -29.3% | +41.6% | +13.4% |
| 6M | -3.1% | +6.9% | -10.0% | -7.7% |
| YTD | +11.5% | +25.6% | -14.1% | +4.5% |
| 1Y | +17.0% | +49.2% | -32.1% | +7.2% |
| 3Y | +47.3% | +128.4% | -81.2% | +21.9% |
| All | +132.6% | -6.5% | +139.1% | +104.7% |
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 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