-98.9%
AMC vs PSKY
-84.8%
-14.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.2% | -1.7% |
| 7D | -2.3% | -24.6% | +22.2% | +8.2% |
| 30D | +16.4% | -36.1% | +52.5% | +36.9% |
| 3M | +94.0% | -37.1% | +131.1% | +110.7% |
| 6M | +80.7% | -40.5% | +121.3% | +100.9% |
| YTD | +86.5% | -47.7% | +134.2% | +115.7% |
| 1Y | +5.8% | -58.4% | +64.2% | +36.1% |
| 3Y | -68.8% | -40.7% | -28.1% | -76.1% |
| 5Y | -99.3% | -80.0% | -19.3% | -98.8% |
| All | -98.9% | -84.8% | -14.1% | -98.3% |
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