+199.0%
AMD vs PSA
+30.3%
+168.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +11.9% | +11.3% |
| 7D | -11.0% | +3.9% | -15.0% | -12.1% |
| 30D | -30.5% | +19.7% | -50.1% | -34.6% |
| 3M | -8.2% | +4.3% | -12.5% | -9.7% |
| 6M | +6.6% | +11.4% | -4.8% | +1.2% |
| YTD | +109.7% | +33.9% | +75.7% | +84.1% |
| 1Y | +88.9% | +28.3% | +60.6% | +68.4% |
| 3Y | +301.8% | +53.5% | +248.3% | +205.9% |
| All | +199.0% | +30.3% | +168.7% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling