-25.2%
AFRM vs PSKY
-70.5%
+45.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +3.1% | +2.4% | +0.7% | +2.1% |
| 30D | -4.2% | +17.5% | -21.7% | -10.5% |
| 3M | +10.1% | +4.4% | +5.7% | +7.8% |
| 6M | +39.4% | -9.0% | +48.4% | +43.6% |
| YTD | -3.2% | -18.6% | +15.4% | +2.4% |
| 1Y | -16.1% | -27.7% | +11.7% | -9.9% |
| 3Y | +220.8% | -16.9% | +237.6% | +178.5% |
| 5Y | -17.7% | -70.3% | +52.6% | +12.3% |
| All | -25.2% | -70.5% | +45.3% | -8.6% |
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 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