+165.8%
ADM vs PSKY
-84.9%
+250.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.2% |
| 7D | +3.4% | -24.6% | +28.0% | +6.6% |
| 30D | -4.4% | -36.1% | +31.7% | +0.5% |
| 3M | +7.8% | -37.1% | +44.9% | +12.5% |
| 6M | +21.8% | -40.5% | +62.4% | +28.0% |
| YTD | +46.7% | -47.7% | +94.3% | +55.6% |
| 1Y | +35.2% | -58.4% | +93.5% | +47.6% |
| 3Y | +22.6% | -40.7% | +63.2% | +20.9% |
| 5Y | +48.8% | -80.0% | +128.8% | +70.5% |
| All | +165.8% | -84.9% | +250.7% | +158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling