-98.1%
AMC vs PSKY
-76.4%
-21.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +5.2% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -0.7% | +24.0% | -24.7% | -11.7% |
| 3M | +35.2% | +2.2% | +33.0% | +32.5% |
| 6M | +124.6% | -9.0% | +133.6% | +132.4% |
| YTD | +69.9% | -18.1% | +88.0% | +81.5% |
| 1Y | -2.6% | -25.1% | +22.5% | +4.9% |
| 3Y | -79.8% | -16.3% | -63.4% | -84.4% |
| 5Y | -99.4% | -70.4% | -29.0% | -99.1% |
| 10Y | -98.9% | -74.2% | -24.7% | -98.4% |
| All | -98.1% | -76.4% | -21.6% | -97.2% |
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