+147.5%
POET vs BAH
+886.2%
-738.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.3% |
| 7D | +5.6% | -3.2% | +8.8% | +6.2% |
| 30D | -2.1% | +2.0% | -4.1% | -2.6% |
| 3M | -48.8% | -7.6% | -41.2% | -48.3% |
| 6M | +15.8% | -5.7% | +21.5% | +16.1% |
| YTD | +25.1% | -11.7% | +36.8% | +26.8% |
| 1Y | +50.6% | -27.4% | +77.9% | +58.9% |
| 3Y | +107.9% | -32.5% | +140.4% | +120.8% |
| 5Y | -11.0% | -3.3% | -7.7% | -11.6% |
| 10Y | +25.7% | +186.0% | -160.3% | +6.3% |
| All | +147.5% | +886.2% | -738.7% | +55.7% |
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