-48.7%
POET vs ACM
+133.3%
-182.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +1.2% | +5.6% | -4.5% | 0.0% |
| 30D | -12.2% | +20.8% | -33.0% | -15.7% |
| 3M | -42.4% | +11.4% | -53.8% | -43.9% |
| 6M | -64.3% | +0.9% | -65.2% | -64.6% |
| YTD | -19.0% | -24.8% | +5.9% | -15.2% |
| 1Y | +9.1% | -46.4% | +55.6% | +23.0% |
| 3Y | +297.7% | -9.2% | +306.9% | +304.7% |
| 5Y | -38.2% | +5.0% | -43.2% | -39.2% |
| 10Y | +123.0% | +130.6% | -7.5% | +93.9% |
| All | -48.7% | +133.3% | -182.0% | -52.2% |
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