+31.7%
ACI vs PSKY
-64.8%
+96.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.9% |
| 7D | +7.4% | -24.6% | +31.9% | +9.6% |
| 30D | +2.9% | -36.1% | +39.0% | +6.6% |
| 3M | -16.5% | -34.7% | +18.2% | -13.6% |
| 6M | -18.0% | -40.5% | +22.5% | -14.7% |
| YTD | -21.1% | -47.7% | +26.5% | -17.6% |
| 1Y | -29.0% | -58.4% | +29.3% | -25.0% |
| 3Y | -36.2% | -40.7% | +4.5% | -35.1% |
| 5Y | -30.3% | -80.0% | +49.7% | -24.6% |
| All | +31.7% | -64.8% | +96.6% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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