-5.9%
POET vs ARWR
+25.7%
-31.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.0% |
| 7D | +9.7% | -3.2% | +12.9% | +10.7% |
| 30D | -6.5% | -6.5% | -0.1% | -4.8% |
| 3M | -25.7% | +12.7% | -38.4% | -28.6% |
| 6M | +19.6% | +36.2% | -16.6% | +10.2% |
| YTD | +26.4% | +24.5% | +1.9% | +18.3% |
| 1Y | +50.1% | +198.0% | -147.9% | +13.7% |
| 3Y | +127.9% | +176.4% | -48.4% | +58.7% |
| 5Y | -5.9% | +26.6% | -32.4% | -33.9% |
| All | -5.9% | +25.7% | -31.6% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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