+221.8%
AFRM vs PSKY
-13.9%
+235.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.2% |
| 7D | -7.0% | -0.2% | -6.8% | -6.9% |
| 30D | -7.8% | +24.0% | -31.8% | -12.4% |
| 3M | +5.3% | +2.2% | +3.1% | +4.7% |
| 6M | +42.6% | -9.0% | +51.6% | +45.0% |
| YTD | -2.8% | -18.1% | +15.4% | +0.4% |
| 1Y | -19.3% | -25.1% | +5.8% | -16.6% |
| All | +221.8% | -13.9% | +235.7% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling