-35.7%
AUR vs POET
+4.6%
-40.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +0.9% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -6.4% | -10.4% | +4.0% | -5.0% |
| 3M | +7.7% | -29.3% | +37.0% | +12.0% |
| 6M | +44.5% | +6.9% | +37.6% | +29.7% |
| YTD | +67.4% | +25.6% | +41.9% | +45.0% |
| 1Y | +15.4% | +49.2% | -33.7% | -4.2% |
| 3Y | +94.8% | +128.4% | -33.6% | +42.1% |
| 5Y | -35.1% | -4.2% | -30.9% | -50.6% |
| All | -35.7% | +4.6% | -40.3% | -51.1% |
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