-5.9%
POET vs ABCL
-39.4%
+33.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.9% |
| 7D | +9.7% | -2.7% | +12.5% | +10.5% |
| 30D | -6.5% | +18.3% | -24.9% | -10.7% |
| 3M | -25.7% | +108.5% | -134.2% | -40.8% |
| 6M | +19.6% | +213.9% | -194.3% | -14.0% |
| YTD | +26.4% | +223.1% | -196.7% | -11.0% |
| 1Y | +50.1% | +160.6% | -110.5% | +11.2% |
| 3Y | +127.9% | +104.3% | +23.7% | +66.2% |
| 5Y | -5.9% | -40.0% | +34.2% | -22.0% |
| All | -5.9% | -39.4% | +33.5% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling