-20.9%
AFRM vs PSKY
-70.3%
+49.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.8% |
| 7D | -7.0% | -0.2% | -6.8% | -6.8% |
| 30D | -7.8% | +24.0% | -31.8% | -17.0% |
| 3M | +5.3% | +2.2% | +3.1% | +3.9% |
| 6M | +42.6% | -9.0% | +51.6% | +47.3% |
| YTD | -2.8% | -18.1% | +15.4% | +3.2% |
| 1Y | -19.3% | -25.1% | +5.8% | -14.7% |
| 3Y | +231.0% | -16.3% | +247.3% | +166.7% |
| All | -20.9% | -70.3% | +49.4% | +26.5% |
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