-23.2%
AFRM vs PSKY
-81.0%
+57.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -0.1% |
| 7D | -8.3% | -24.6% | +16.3% | +4.1% |
| 30D | +0.9% | -36.1% | +37.0% | +23.4% |
| 3M | -54.9% | -78.6% | +23.7% | -10.5% |
| 6M | -54.9% | -78.6% | +23.7% | -10.5% |
| YTD | -54.9% | -78.6% | +23.7% | -10.5% |
| 1Y | -54.9% | -78.6% | +23.7% | -10.5% |
| 3Y | -54.9% | -78.6% | +23.7% | -10.5% |
| 5Y | -49.6% | -80.0% | +30.5% | +0.9% |
| All | -23.2% | -81.0% | +57.8% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling