-16.3%
AWK vs POET
-6.5%
-9.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.5% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | +2.1% | -10.4% | +12.4% | +2.0% |
| 3M | +11.4% | -29.3% | +40.7% | +11.3% |
| 6M | +3.9% | +6.9% | -2.9% | +3.8% |
| YTD | +7.7% | +25.6% | -17.9% | +7.5% |
| 1Y | +1.3% | +49.2% | -47.9% | +0.9% |
| 3Y | +7.2% | +128.4% | -121.3% | +4.2% |
| All | -16.3% | -6.5% | -9.8% | -19.9% |
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 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