+644.6%
AZN vs POET
-20.5%
+665.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.3% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | +1.1% | -10.4% | +11.4% | +1.1% |
| 3M | -12.1% | -29.3% | +17.2% | -11.9% |
| 6M | -17.1% | +6.9% | -24.0% | -18.0% |
| YTD | -12.0% | +25.6% | -37.6% | -13.2% |
| 1Y | -0.2% | +49.2% | -49.4% | -2.1% |
| 3Y | +26.8% | +128.4% | -101.7% | +21.9% |
| 5Y | +56.9% | -4.2% | +61.1% | +51.4% |
| 10Y | +226.7% | +30.3% | +196.4% | +209.6% |
| All | +644.6% | -20.5% | +665.1% | +605.3% |
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