-5.9%
POET vs ALM
+958.0%
-963.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -2.8% |
| 7D | +9.7% | +3.6% | +6.1% | +8.8% |
| 30D | -6.5% | +33.8% | -40.3% | -12.7% |
| 3M | -25.7% | +14.8% | -40.5% | -28.3% |
| 6M | +19.6% | -7.0% | +26.5% | +20.5% |
| YTD | +26.4% | +108.1% | -81.7% | +11.6% |
| 1Y | +50.1% | +313.8% | -263.7% | +19.4% |
| 3Y | +127.9% | +2,227.6% | -2,099.7% | +46.8% |
| 5Y | -5.9% | +956.6% | -962.5% | -36.7% |
| All | -5.9% | +958.0% | -963.9% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling