-48.7%
POET vs ARWR
+103.3%
-152.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.6% |
| 7D | +1.2% | -17.8% | +19.0% | +2.7% |
| 30D | -12.2% | -18.1% | +6.0% | -10.7% |
| 3M | -42.4% | -44.2% | +1.8% | -39.6% |
| 6M | -64.3% | -38.6% | -25.7% | -62.9% |
| YTD | -19.0% | -28.0% | +9.1% | -16.9% |
| 1Y | +9.1% | +16.1% | -7.0% | +8.0% |
| 3Y | +297.7% | +84.0% | +213.7% | +273.5% |
| 5Y | -38.2% | -35.4% | -2.8% | -40.0% |
| 10Y | +123.0% | +1,043.1% | -920.0% | +94.4% |
| All | -48.7% | +103.3% | -152.0% | -55.4% |
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 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