-20.8%
POET vs ACM
+119.2%
-140.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.1% |
| 7D | +5.6% | -3.7% | +9.3% | +6.5% |
| 30D | -2.1% | -11.1% | +9.0% | 0.0% |
| 3M | -48.8% | -8.0% | -40.9% | -48.2% |
| 6M | +15.8% | -29.7% | +45.4% | +23.3% |
| YTD | +25.1% | -29.4% | +54.5% | +32.7% |
| 1Y | +50.6% | -46.4% | +97.0% | +69.9% |
| 3Y | +107.9% | -22.3% | +130.2% | +117.7% |
| 5Y | -11.0% | +4.5% | -15.5% | -12.1% |
| 10Y | +25.7% | +127.6% | -101.9% | +10.7% |
| All | -20.8% | +119.2% | -140.0% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling