+35.7%
POET vs ALC
-15.7%
+51.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -5.7% |
| 7D | +3.7% | -7.7% | +11.4% | +1.5% |
| 30D | -11.5% | -11.7% | +0.2% | -14.3% |
| 3M | -30.8% | +0.7% | -31.4% | -30.7% |
| 6M | +8.6% | -17.1% | +25.7% | +8.2% |
| YTD | +20.1% | -15.1% | +35.2% | +18.5% |
| 1Y | +35.7% | -14.1% | +49.8% | +26.6% |
| All | +35.7% | -15.7% | +51.4% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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