+123.0%
POET vs ALM
+2,100.8%
-1,977.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.3% | -2.4% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | -12.2% | -19.3% | +7.2% | -10.1% |
| 3M | -42.4% | -40.6% | -1.8% | -39.3% |
| 6M | -64.3% | -57.9% | -6.4% | -61.2% |
| YTD | -19.0% | -6.7% | -12.3% | -15.6% |
| 1Y | +9.1% | +20.2% | -11.0% | +11.9% |
| 3Y | +297.7% | +879.4% | -581.8% | +292.5% |
| 5Y | -38.2% | +415.3% | -453.5% | -39.1% |
| All | +123.0% | +2,100.8% | -1,977.8% | +216.6% |
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