+35.7%
POET vs ACM
-48.9%
+84.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.8% | -3.2% | -4.7% |
| 7D | +3.7% | -5.9% | +9.6% | +4.7% |
| 30D | -11.5% | -6.2% | -5.3% | -10.7% |
| 3M | -30.8% | -7.9% | -22.9% | -30.0% |
| 6M | +8.6% | -30.6% | +39.2% | +18.9% |
| YTD | +20.1% | -33.3% | +53.3% | +31.7% |
| 1Y | +35.7% | -49.2% | +84.9% | +83.4% |
| All | +35.7% | -48.9% | +84.6% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling