-18.0%
POET vs BAH
+6.2%
-24.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.0% |
| 7D | -16.4% | +5.8% | -22.2% | -16.0% |
| 30D | -37.5% | +28.7% | -66.2% | -36.5% |
| 3M | -43.1% | +20.9% | -64.0% | -42.2% |
| 6M | -31.4% | +15.2% | -46.5% | -27.7% |
| YTD | -22.9% | +7.1% | -30.0% | -21.4% |
| 1Y | -18.0% | +6.4% | -24.4% | -17.5% |
| All | -18.0% | +6.2% | -24.2% | -17.5% |
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