+16.5%
POET vs ALLY
+124.8%
-108.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.7% | +7.9% |
| 7D | +5.6% | +3.7% | +1.9% | +4.3% |
| 30D | -2.1% | -2.3% | +0.2% | -1.2% |
| 3M | -48.8% | +3.8% | -52.7% | -49.5% |
| 6M | +15.8% | +9.7% | +6.1% | +11.4% |
| YTD | +25.1% | -1.4% | +26.5% | +25.1% |
| 1Y | +50.6% | +8.2% | +42.3% | +46.5% |
| 3Y | +107.9% | +66.5% | +41.4% | +73.5% |
| 5Y | -11.0% | +1.2% | -12.2% | -16.5% |
| 10Y | +25.7% | +191.4% | -165.7% | -25.0% |
| All | +16.5% | +124.8% | -108.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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