+131.0%
AMDL vs PSKY
-5.4%
+136.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.4% | +11.4% | +7.0% |
| 7D | +29.0% | -6.8% | +35.8% | +30.5% |
| 30D | +19.1% | +10.2% | +8.8% | +16.7% |
| 3M | +1.8% | +0.3% | +1.5% | +1.2% |
| 6M | +374.4% | -7.8% | +382.2% | +378.5% |
| YTD | +278.9% | -23.0% | +301.9% | +294.0% |
| 1Y | +510.6% | -31.6% | +542.2% | +538.4% |
| All | +131.0% | -5.4% | +136.3% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling