-24.8%
AR vs POET
+95.1%
-119.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.3% |
| 7D | -1.2% | +9.7% | -10.9% | -1.6% |
| 30D | +5.5% | -6.5% | +12.1% | +5.7% |
| 3M | +12.9% | -25.7% | +38.6% | +13.6% |
| 6M | +0.1% | +19.6% | -19.5% | -4.2% |
| YTD | +13.5% | +26.4% | -12.9% | +7.9% |
| 1Y | +21.6% | +50.1% | -28.5% | +13.6% |
| 3Y | +46.0% | +127.9% | -82.0% | +26.3% |
| 5Y | +143.7% | -5.9% | +149.6% | +114.7% |
| 10Y | +44.3% | +31.1% | +13.2% | +21.0% |
| All | -24.8% | +95.1% | -119.9% | -37.2% |
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 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