+50.6%
POET vs BAH
-28.2%
+78.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.1% |
| 7D | +5.6% | -3.2% | +8.8% | +5.6% |
| 30D | -2.1% | +2.0% | -4.1% | -2.1% |
| 3M | -48.8% | -7.6% | -41.2% | -46.7% |
| 6M | +15.8% | -5.7% | +21.5% | +19.5% |
| YTD | +25.1% | -11.7% | +36.8% | +30.0% |
| 1Y | +50.6% | -27.4% | +77.9% | +49.6% |
| All | +50.6% | -28.2% | +78.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling