+22.6%
POET vs ALM
+2,776.7%
-2,754.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.6% | +4.6% | -4.1% |
| 7D | +3.7% | -7.1% | +10.8% | +4.4% |
| 30D | -11.5% | +24.7% | -36.2% | -13.4% |
| 3M | -30.8% | +8.3% | -39.1% | -31.4% |
| 6M | +8.6% | -22.2% | +30.7% | +10.6% |
| YTD | +20.1% | +88.1% | -68.0% | +16.3% |
| 1Y | +35.7% | +272.4% | -236.6% | +27.5% |
| 3Y | +116.5% | +2,004.1% | -1,887.6% | +98.4% |
| 5Y | -8.4% | +915.8% | -924.2% | -16.5% |
| All | +22.6% | +2,776.7% | -2,754.2% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling