+12.7%
POET vs ABCL
-79.6%
+92.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -0.4% | +2.3% | -2.7% | -0.6% |
| 30D | -27.3% | -0.7% | -26.6% | -26.7% |
| 3M | -40.8% | +33.4% | -74.2% | -44.4% |
| 6M | -53.7% | +137.8% | -191.5% | -62.8% |
| YTD | -19.9% | +264.3% | -284.2% | -41.6% |
| 1Y | -4.0% | +209.2% | -213.2% | -27.5% |
| 3Y | +284.1% | +208.4% | +75.7% | +182.4% |
| 5Y | -37.4% | -11.9% | -25.5% | -50.0% |
| All | +12.7% | -79.6% | +92.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling