-17.8%
POET vs ALLY
+98.6%
-116.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.6% | +8.7% | +9.7% |
| 7D | +14.5% | -2.8% | +17.3% | +15.7% |
| 30D | -12.8% | +1.9% | -14.7% | -13.5% |
| 3M | -34.9% | -12.1% | -22.8% | -32.0% |
| 6M | -59.8% | -9.0% | -50.8% | -58.5% |
| YTD | -11.7% | -12.9% | +1.2% | -7.9% |
| 1Y | +5.7% | -0.1% | +5.8% | +5.3% |
| 3Y | +323.5% | +64.6% | +258.9% | +260.7% |
| 5Y | -31.0% | -10.1% | -20.9% | -32.4% |
| 10Y | +143.0% | +176.7% | -33.6% | +47.8% |
| All | -17.8% | +98.6% | -116.4% | -56.1% |
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