-19.3%
AFRM vs PSKY
-26.0%
+6.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.4% |
| 7D | -7.0% | -0.2% | -6.8% | -6.9% |
| 30D | -7.8% | +24.0% | -31.8% | -9.8% |
| 3M | +5.3% | +2.2% | +3.1% | +4.8% |
| 6M | +42.6% | -9.0% | +51.6% | +41.4% |
| YTD | -2.8% | -18.1% | +15.4% | -4.9% |
| 1Y | -19.3% | -25.1% | +5.8% | -20.4% |
| All | -19.3% | -26.0% | +6.7% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling