+123.0%
POET vs ALK
-45.9%
+168.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.1% |
| 7D | +1.2% | -1.2% | +2.4% | +1.5% |
| 30D | -12.2% | +7.7% | -19.9% | -14.5% |
| 3M | -42.4% | -19.0% | -23.4% | -39.0% |
| 6M | -64.3% | -0.2% | -64.1% | -64.7% |
| YTD | -19.0% | -23.5% | +4.5% | -13.9% |
| 1Y | +9.1% | -9.1% | +18.3% | +11.3% |
| 3Y | +297.7% | +12.0% | +285.7% | +277.5% |
| 5Y | -38.2% | -30.9% | -7.3% | -36.3% |
| All | +123.0% | -45.9% | +168.9% | +96.2% |
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