+337.5%
AMD vs PSKY
-70.3%
+407.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -0.9% | +24.0% | -24.9% | -4.7% |
| 3M | -8.7% | +2.2% | -10.9% | -9.3% |
| 6M | +136.3% | -9.0% | +145.3% | +138.5% |
| YTD | +123.0% | -18.1% | +141.1% | +128.1% |
| 1Y | +195.2% | -25.1% | +220.3% | +202.5% |
| 3Y | +336.3% | -16.3% | +352.7% | +308.5% |
| All | +337.5% | -70.3% | +407.9% | +418.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling