+76.0%
POET vs ABCL
-81.3%
+157.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.3% | +8.3% |
| 7D | +5.6% | +0.7% | +4.9% | +5.4% |
| 30D | -2.1% | +93.1% | -95.2% | -16.8% |
| 3M | -48.8% | +79.4% | -128.3% | -55.9% |
| 6M | +15.8% | +214.9% | -199.1% | -12.0% |
| YTD | +25.1% | +234.2% | -209.1% | -7.1% |
| 1Y | +50.6% | +174.8% | -124.2% | +16.3% |
| 3Y | +107.9% | +104.5% | +3.4% | +59.1% |
| 5Y | -11.0% | -39.0% | +28.0% | -26.4% |
| All | +76.0% | -81.3% | +157.3% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling