-47.4%
POET vs ALK
+975.9%
-1,023.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.1% | -3.3% | +2.5% |
| 7D | +9.6% | +8.9% | +0.7% | +7.8% |
| 30D | -24.5% | +5.9% | -30.5% | -25.5% |
| 3M | -41.0% | -16.5% | -24.4% | -39.1% |
| 6M | -52.0% | +2.1% | -54.1% | -52.6% |
| YTD | -16.9% | -17.1% | +0.2% | -14.8% |
| 1Y | -2.4% | -2.9% | +0.5% | -2.2% |
| 3Y | +260.3% | +24.5% | +235.8% | +245.4% |
| 5Y | -35.1% | -29.1% | -5.9% | -33.9% |
| 10Y | +128.7% | -39.1% | +167.8% | +122.8% |
| All | -47.4% | +975.9% | -1,023.3% | -58.0% |
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