-16.9%
POET vs ARWR
+262.2%
-279.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.0% |
| 7D | +17.0% | +2.9% | +14.2% | +16.8% |
| 30D | -6.7% | -2.9% | -3.8% | -6.5% |
| 3M | -32.3% | +15.2% | -47.6% | -33.3% |
| 6M | +32.3% | +42.3% | -10.0% | +28.7% |
| YTD | +31.3% | +28.2% | +3.1% | +28.4% |
| 1Y | +55.3% | +213.2% | -157.9% | +42.1% |
| 3Y | +136.8% | +184.6% | -47.9% | +113.4% |
| 5Y | -2.2% | +29.2% | -31.5% | -10.0% |
| 10Y | +34.0% | +1,012.5% | -978.5% | +12.1% |
| All | -16.9% | +262.2% | -279.1% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling