-5.9%
AS vs POET
-56.5%
+50.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +3.1% |
| 7D | +5.8% | +9.6% | -3.7% | +5.7% |
| 30D | +15.4% | -24.5% | +39.9% | +15.8% |
| 3M | -11.9% | -41.0% | +29.1% | -11.5% |
| All | -5.9% | -56.5% | +50.6% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling