+27.5%
ADM vs PSKY
-10.8%
+38.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.1% |
| 7D | +3.8% | -0.2% | +3.9% | +3.8% |
| 30D | +9.8% | +24.0% | -14.2% | +12.1% |
| 3M | +2.1% | +2.2% | 0.0% | +2.2% |
| 6M | +27.5% | -9.0% | +36.5% | +25.0% |
| All | +27.5% | -10.8% | +38.3% | +25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling