+15.8%
POET vs ABCL
-81.0%
+96.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.8% | -4.0% | -6.2% |
| 7D | +22.3% | +4.4% | +17.9% | +21.2% |
| 30D | -17.6% | -7.9% | -9.7% | -15.6% |
| 3M | -41.3% | +12.2% | -53.5% | -42.7% |
| 6M | -62.1% | +134.7% | -196.8% | -69.5% |
| YTD | -17.7% | +239.8% | -257.5% | -39.0% |
| 1Y | +3.2% | +192.7% | -189.5% | -21.1% |
| 3Y | +294.7% | +187.6% | +107.1% | +194.7% |
| 5Y | -37.2% | -22.6% | -14.6% | -48.8% |
| All | +15.8% | -81.0% | +96.7% | -13.1% |
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