+296.4%
ARM vs POET
+128.9%
+167.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.0% | -4.1% | +2.5% |
| 7D | +5.5% | +5.6% | -0.1% | +4.4% |
| 30D | -8.2% | -2.1% | -6.1% | -7.9% |
| 3M | -35.9% | -48.8% | +12.9% | -28.9% |
| 6M | +103.1% | +15.8% | +87.3% | +90.2% |
| YTD | +130.6% | +25.1% | +105.5% | +111.5% |
| 1Y | +86.1% | +50.6% | +35.5% | +63.8% |
| All | +296.4% | +128.9% | +167.5% | +219.9% |
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 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