+31.1%
POET vs ALK
-39.2%
+70.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | +9.7% | -3.0% | +12.7% | +10.6% |
| 30D | -6.5% | -14.6% | +8.1% | -2.4% |
| 3M | -25.7% | -10.6% | -15.2% | -23.6% |
| 6M | +19.6% | -6.7% | +26.3% | +20.1% |
| YTD | +26.4% | -19.8% | +46.1% | +32.6% |
| 1Y | +50.1% | -35.2% | +85.3% | +66.3% |
| 3Y | +127.9% | +1.4% | +126.5% | +120.0% |
| 5Y | -5.9% | -30.7% | +24.8% | -3.5% |
| 10Y | +31.1% | -37.4% | +68.5% | +9.2% |
| All | +31.1% | -39.2% | +70.4% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling