+216.8%
POET vs ALC
+24.0%
+192.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.2% | +10.2% | +8.8% |
| 7D | +5.6% | -2.1% | +7.7% | +6.3% |
| 30D | -2.1% | -0.1% | -2.0% | -2.3% |
| 3M | -48.8% | +5.9% | -54.7% | -50.6% |
| 6M | +15.8% | -15.9% | +31.7% | +22.1% |
| YTD | +25.1% | -10.1% | +35.2% | +27.6% |
| 1Y | +50.6% | -10.2% | +60.8% | +53.0% |
| 3Y | +107.9% | -13.6% | +121.4% | +113.9% |
| 5Y | -11.0% | -15.1% | +4.1% | -9.8% |
| All | +216.8% | +24.0% | +192.8% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling