-20.8%
POET vs ALK
+984.7%
-1,005.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.5% | +6.5% | +7.8% |
| 7D | +5.6% | -0.7% | +6.3% | +5.8% |
| 30D | -2.1% | -19.2% | +17.1% | +1.6% |
| 3M | -48.8% | -1.5% | -47.3% | -48.9% |
| 6M | +15.8% | -13.1% | +28.8% | +17.8% |
| YTD | +25.1% | -16.4% | +41.5% | +28.3% |
| 1Y | +50.6% | -33.1% | +83.6% | +60.0% |
| 3Y | +107.9% | +0.6% | +107.3% | +104.6% |
| 5Y | -11.0% | -26.4% | +15.4% | -9.9% |
| 10Y | +25.7% | -34.2% | +59.9% | +21.8% |
| All | -20.8% | +984.7% | -1,005.5% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling