+9,703.6%
AMD vs PSA
+16,171.7%
-6,468.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.7% | -16.6% | -17.0% |
| 7D | -28.6% | +7.4% | -36.0% | -30.8% |
| 30D | -37.7% | +19.1% | -56.8% | -42.3% |
| 3M | -16.1% | +5.1% | -21.2% | -18.4% |
| 6M | +13.8% | +16.2% | -2.4% | +5.4% |
| YTD | +88.8% | +35.2% | +53.7% | +63.2% |
| 1Y | +57.8% | +27.1% | +30.6% | +39.6% |
| 3Y | +260.3% | +51.7% | +208.5% | +188.2% |
| 5Y | +196.6% | +31.8% | +164.8% | +150.7% |
| 10Y | +6,064.6% | +148.0% | +5,916.7% | +3,703.3% |
| All | +9,703.6% | +16,171.7% | -6,468.0% | +1,952.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling