-50.0%
AFRM vs PSKY
-78.1%
+28.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -2.9% |
| 7D | -8.3% | -24.6% | +16.3% | -10.6% |
| 30D | +0.9% | -36.1% | +37.0% | -3.7% |
| 3M | +230.0% | -39.9% | +269.9% | +224.5% |
| 6M | +230.0% | -39.9% | +269.9% | +224.5% |
| YTD | +230.0% | -39.9% | +269.9% | +224.5% |
| 1Y | +230.0% | -39.9% | +269.9% | +224.5% |
| 3Y | +292.0% | -40.7% | +332.7% | +286.6% |
| All | -50.0% | -78.1% | +28.1% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling