-35.1%
POET vs ARWR
-34.9%
-0.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.9% |
| 7D | +1.2% | -17.8% | +19.0% | +6.2% |
| 30D | -12.2% | -18.1% | +6.0% | -7.4% |
| 3M | -42.4% | -44.2% | +1.8% | -32.9% |
| 6M | -64.3% | -38.6% | -25.7% | -59.6% |
| YTD | -19.0% | -28.0% | +9.1% | -12.6% |
| 1Y | +9.1% | +16.1% | -7.0% | +4.5% |
| 3Y | +297.7% | +84.0% | +213.7% | +211.0% |
| All | -35.1% | -34.9% | -0.2% | -50.4% |
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