+84.2%
POET vs ALM
+7,705.7%
-7,621.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.6% | +8.1% |
| 7D | +5.6% | -2.6% | +8.2% | +5.6% |
| 30D | -2.1% | +32.0% | -34.1% | -2.1% |
| 3M | -48.8% | -15.0% | -33.8% | -48.9% |
| 6M | +15.8% | -10.1% | +25.9% | +15.7% |
| YTD | +25.1% | +99.4% | -74.3% | +25.3% |
| 1Y | +50.6% | +316.4% | -265.8% | +51.2% |
| 3Y | +107.9% | +2,022.0% | -1,914.1% | +110.9% |
| 5Y | -11.0% | +941.2% | -952.2% | -9.9% |
| 10Y | +25.7% | +2,950.3% | -2,924.6% | +29.6% |
| All | +84.2% | +7,705.7% | -7,621.6% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling