+503.0%
ADM vs PSKY
-42.2%
+545.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +3.8% | -0.2% | +3.9% | +3.7% |
| 30D | +9.8% | +24.0% | -14.2% | +4.7% |
| 3M | +2.1% | +2.2% | 0.0% | +1.2% |
| 6M | +27.5% | -9.0% | +36.5% | +28.4% |
| YTD | +50.2% | -18.1% | +68.4% | +53.5% |
| 1Y | +40.6% | -25.1% | +65.7% | +44.6% |
| 3Y | +17.2% | -16.3% | +33.6% | +9.2% |
| 5Y | +61.9% | -70.4% | +132.3% | +82.8% |
| 10Y | +159.3% | -74.2% | +233.4% | +159.1% |
| All | +503.0% | -42.2% | +545.3% | +303.0% |
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 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