-5.9%
POET vs ACM
+2.7%
-8.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -2.5% |
| 7D | +9.7% | -3.7% | +13.4% | +11.4% |
| 30D | -6.5% | -12.7% | +6.1% | -1.9% |
| 3M | -25.7% | -9.8% | -15.9% | -23.6% |
| 6M | +19.6% | -31.4% | +51.0% | +38.3% |
| YTD | +26.4% | -32.1% | +58.5% | +45.4% |
| 1Y | +50.1% | -47.8% | +97.9% | +99.7% |
| 3Y | +127.9% | -22.1% | +150.0% | +151.0% |
| 5Y | -5.9% | +1.8% | -7.7% | -4.7% |
| All | -5.9% | +2.7% | -8.6% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling