+50.6%
POET vs ALM
+318.3%
-267.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.6% | +8.7% |
| 7D | +5.6% | -2.6% | +8.2% | +6.8% |
| 30D | -2.1% | +32.0% | -34.1% | -13.8% |
| 3M | -48.8% | -15.0% | -33.8% | -46.0% |
| 6M | +15.8% | -10.1% | +25.9% | +17.2% |
| YTD | +25.1% | +99.4% | -74.3% | -0.1% |
| 1Y | +50.6% | +316.4% | -265.8% | -9.3% |
| All | +50.6% | +318.3% | -267.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling