+680.6%
AFL vs PSKY
-42.6%
+723.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | -7.1% | +17.5% | -24.6% | -12.3% |
| 3M | +0.4% | +4.4% | -4.0% | -1.8% |
| 6M | +4.5% | -9.0% | +13.6% | +5.7% |
| YTD | +6.1% | -18.6% | +24.7% | +9.7% |
| 1Y | +10.6% | -27.7% | +38.3% | +16.3% |
| 3Y | +64.0% | -16.9% | +80.9% | +41.2% |
| 5Y | +133.7% | -70.3% | +204.0% | +173.6% |
| 10Y | +298.0% | -74.9% | +373.0% | +283.9% |
| All | +680.6% | -42.6% | +723.1% | +163.6% |
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