+60.3%
POET vs BAH
+1,076.0%
-1,015.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | -12.2% | +20.8% | -32.9% | -15.5% |
| 3M | -42.4% | +11.6% | -54.0% | -44.0% |
| 6M | -64.3% | +23.1% | -87.4% | -66.1% |
| YTD | -19.0% | +5.3% | -24.2% | -21.1% |
| 1Y | +9.1% | +6.1% | +3.0% | +6.2% |
| 3Y | +297.7% | -27.5% | +325.2% | +313.8% |
| 5Y | -38.2% | +6.2% | -44.4% | -40.2% |
| 10Y | +123.0% | +202.2% | -79.2% | +85.3% |
| All | +60.3% | +1,076.0% | -1,015.7% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling