+84.7%
POET vs ABCL
-81.2%
+165.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +17.0% | +1.4% | +15.6% | +16.7% |
| 30D | -6.7% | +65.1% | -71.8% | -17.8% |
| 3M | -32.3% | +111.1% | -143.4% | -44.1% |
| 6M | +32.3% | +231.6% | -199.3% | -0.5% |
| YTD | +31.3% | +234.5% | -203.2% | -2.6% |
| 1Y | +55.3% | +174.3% | -119.0% | +20.0% |
| 3Y | +136.8% | +111.5% | +25.3% | +80.7% |
| 5Y | -2.2% | -37.3% | +35.0% | -19.3% |
| All | +84.7% | -81.2% | +165.9% | +38.8% |
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