+95.5%
AMD vs PSA
+28.0%
+67.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +1.8% |
| 7D | -15.5% | +10.5% | -26.1% | -13.0% |
| 30D | -22.6% | +21.7% | -44.3% | -18.8% |
| 3M | -5.7% | +6.1% | -11.8% | -3.2% |
| 6M | +43.1% | +18.3% | +24.8% | +43.6% |
| YTD | +128.2% | +36.1% | +92.2% | +141.3% |
| 1Y | +95.5% | +29.3% | +66.2% | +103.7% |
| All | +95.5% | +28.0% | +67.4% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling