-2.2%
POET vs ALK
-28.9%
+26.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +6.0% |
| 7D | +17.0% | +0.1% | +16.9% | +16.9% |
| 30D | -6.7% | -18.5% | +11.7% | +0.2% |
| 3M | -32.3% | -3.6% | -28.8% | -32.1% |
| 6M | +32.3% | -3.7% | +36.0% | +30.9% |
| YTD | +31.3% | -19.0% | +50.3% | +38.6% |
| 1Y | +55.3% | -36.0% | +91.4% | +75.6% |
| 3Y | +136.8% | +2.3% | +134.4% | +126.0% |
| 5Y | -2.2% | -27.8% | +25.5% | -3.5% |
| All | -2.2% | -28.9% | +26.6% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling