-25.4%
POET vs ALLY
+95.5%
-120.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.8% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -27.3% | +1.1% | -28.4% | -27.7% |
| 3M | -40.8% | -13.2% | -27.6% | -37.8% |
| 6M | -53.7% | -13.5% | -40.2% | -51.5% |
| YTD | -19.9% | -14.3% | -5.6% | -16.1% |
| 1Y | -4.0% | -1.1% | -2.8% | -3.9% |
| 3Y | +284.1% | +62.0% | +222.1% | +228.8% |
| 5Y | -37.4% | -9.6% | -27.8% | -38.8% |
| 10Y | +120.4% | +176.0% | -55.5% | +34.2% |
| All | -25.4% | +95.5% | -120.9% | -60.0% |
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