+132.8%
AMD vs PSA
+27.1%
+105.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +13.1% | -2.1% | +15.2% | +12.4% |
| 30D | -7.0% | +16.2% | -23.2% | -3.2% |
| 3M | +16.6% | +4.3% | +12.2% | +19.1% |
| 6M | +20.5% | +9.9% | +10.6% | +21.3% |
| YTD | +158.2% | +33.3% | +124.9% | +174.0% |
| 1Y | +132.8% | +25.8% | +107.0% | +141.7% |
| All | +132.8% | +27.1% | +105.7% | +141.7% |
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