+127.0%
AMDL vs PSKY
-35.7%
+162.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.8% | -7.3% | -13.6% |
| 7D | -25.1% | -24.6% | -0.6% | -31.5% |
| 30D | +10.0% | -36.1% | +46.1% | -3.7% |
| 3M | +143.9% | -54.8% | +198.7% | +114.3% |
| 6M | +143.9% | -54.8% | +198.7% | +114.3% |
| YTD | +143.9% | -54.8% | +198.7% | +114.3% |
| 1Y | +186.5% | -58.4% | +244.8% | +155.7% |
| All | +127.0% | -35.7% | +162.7% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling