+138.8%
POET vs ALC
-15.3%
+154.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.5% |
| 7D | +17.0% | -3.7% | +20.7% | +18.2% |
| 30D | -6.7% | -3.7% | -3.0% | -5.9% |
| 3M | -32.3% | +4.6% | -36.9% | -34.3% |
| 6M | +32.3% | -14.6% | +46.9% | +39.8% |
| YTD | +31.3% | -11.9% | +43.1% | +35.5% |
| 1Y | +55.3% | -13.1% | +68.5% | +60.9% |
| All | +138.8% | -15.3% | +154.1% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling